I have a theory..... (spoilers ahead)
[Just some ideas here. Feel free to correct me if I get any of the facts or chronology wrong. I haven't listened to the DVD commentary, so I'm not trying to convince anyone that any of the following is 'canon'.]
What if EVERYTHING after the scene where Carver uses his one bullet to shoot Hayes is the point where the movie leaves "normality"... and becomes a ghost story? Here are my ideas:
1. This is a film about personal forgiveness - but it's not a Christian movie by any means - the presence of a devil at the end certainly doesn't command any specific religion's teachings. (Especially when mixed up in the same story with Greek mythology.) I agree with the obvious theme of forgiveness/redemption, but Christianity doesn't have a monopoly on that - plenty of other ghost stories do exactly the same thing. So I just think this has a generic "you gotta let go of your personal demons" kind of message, with a few possible Bible references thrown in.
2. The missionaries in the middle of the film were ghosts, and the extremely-weathered artifacts we see (piano, etc.) belonged to them in life before their journey met an untimely end. They certainly come across as strange during the night scene: we don't see them preach; they steal; and they don't seem to mind licentiousness. Gideon sees them for what they are (in daylight), but in the darkness Carver is blinded to everything by his single-minded pursuit. These poltergeists have no real purpose besides mischief, and they can see Carver has sold his soul to vengeance, which is why they leave him only one cursed bullet - this links them to Lucifer, the other giver-of-one-bullet.
3. Carver shoots Hayes AND Gideon; they both die. This extraordinary thing is possible because of the cursed bullet the ghost-missionaries left him... everything Gideon does after this point he also does as a ghost. The dialogue from this point on becomes very important: "I've been hunting you for I don't know how long." He's already killed Gideon, but it isn't enough! Carver's family burned - "Your turn now" - but he has overstepped his authority with this desire to "send him down" to Hell. (And Gideon's "The war is over" has double meaning, too.) Notice that Gideon first quotes the Bible AFTER Carver shoots him? It's because ghost Gideon sees that Carver's soul needs rescuing; he needs to let go of his all-consuming hate and allow Gideon to go to the underworld without hindrance. Kind of like how the Old Testament Gideon's mission was to rescue Israel... but Carver is so blinded, he isn't even willing to recognize that he has already 'won'. The movie has shifted from being mainly from Gideon's point of view to mainly Carver's POV, and we don't see Gideon's death because Carver doesn't see it.
4. Carver loses the hand-to-hand combat with now-dead Gideon because he has refused to let go of his vengeance and he is now wrestling a supernatural being. At one point Carver is on top, but loses what would normally be a physical advantage because Gideon simply drags him down. Then Gideon firmly says, "It's done" when standing over Carver with the knife - because he's already been "done in" by Carver and is trying to convince him to quit. (Gideon's choice of words here is actually the only good Christian-symbolism connection, since Jesus' final words were "It is finished." Of course, there's an OT story about Jacob wrestling with an angel...) And before leaving Carver in the dust, he prophesies that following him further will only result in "torment".
5. Mr. Charon is... Charon. Obviously! One does not HAVE to be dead to be ferried to the underworld, as long as you pay - so it's not a problem that the dead Gideon and the living Carver are both allowed past. Charon's choice of words to Gideon is interesting, though: he describes the water as "life" (scriptural, or a Dune reference? ;). I take his musings on the value of a man's life as more philosophical than threatening, or bargaining... because NONE of Charon's lines here are in direct response to anything Gideon says! However, when Carver comes along, alive... Charon has not only verbal responses to Carver's questions; but also a gun. He knows that when the living want to cross, it's usually trouble. And while Gideon paused and said a prayer before entering the underworld, Carver just barges his way in.
6. Louise C. Fair is... Lucifer. Obviously! (She's a woman, after all...) This part of the film is pretty obivous; not to mention discussed to death in other threads, so there's no need for more description. I find it interesting that she lectures Carver about his self-destructive obsession with murdering (the already-dead) Gideon - even the devil knows that moral blindness can lead to something even worse: madness. Unlike Gideon, Carver doesn't hesitate to make a deal, and once again he's left with just one bullet. It should be obvious to all viewers that neither man could possibly make it out of that desert alive without supplies. So why does neither man seem concerned about this? Because hate has now blinded Carver to near-madness, and Gideon is already dead.
7. The final showdown: "Only the dead can end a war." The chase ends, again: man and ghost face off in the underworld. Gideon reminds Carver one last time that his war is over, Carver speaks the aforementioned line, and then... Gideon shoots him. Carver believes that only the dead man can end their personal war; thus, Gideon is forced to oblige him. He then offers Carver one last chance at redemption by refusing to shoot back; Carver (while remembering, or possibly seeing, his dead wife Rose) finally takes the opportunity and forgives him. Carver dies... Gideon gives him water ("life") and then helps up the ghost Carver... and they go (separately) to their individual rewards.
Yeah, I realize this all hangs on a cursed bullet... but don't it hang purty?
He who is tired of "Weird Al"... is tired of life.