Why I loved the ending (WARNING SPOILERS!)
While the ending doesn't seem to resolve the drama of the story and really is a cliffhanger if you think about it, it opens a lot of possibilities for second and third part of the initially planned trilogy. It makes you think and kind of gives an answer and a conclusion to the real question of the movie: Even if you can get away with killing, there won't be a happy ending.
The ending means that Mr. Brooks will have to teach his daughter how to kill and get away with it. Otherwise she won't be able to control her urges and make mistakes and go to prison.
He knows she killed the father of her unborn child - and while superficially you might think he is afraid she might kill him, her own father, he really is afraid FOR her. He was willing to die before. The only reason he didn't is that she and his grandchild need him. In the dream sequence we see him crawling towards her to show her he loves her anyways. But she doesn't want his love. She wants the family business (serial killing).
The dream means he will have to talk to her about the truth (an embarrassment to him and she won't like it when she finds out where she got the psychopathy from) and he'll have to teach her how to be an efficient serial killer and get away with it in order to control her urges.
An interesting question is why she killed her lover - probably he suggested that she has an abortion and that they stop seeing each other. Or maybe he insisted that she has the child, which would be eerily similar to how Mr. Brooks reacted in initially telling her there will be no abortion. Neither is a rational reason to kill of course. And either way he knows she is a killer that cannot control her urges.
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It's a really amazing and foreshadowing end scene imho. Perfect. He's trying to be good, but now he knows his daughter will eventually kill him. He probably never was on the receiving end of that equation, being unable to kill out of love for someone else.
The ending to me touches on the fundamental ethical question of why murdering people isn't rational. Because in order to pass on your genes and evolve, any intelligent organism needs to love and protect it's children and live in a society. He can't die because he wants to protect his offspring, but what he and his offspring is and does is wrong because it will get him and her killed. That certainly isn't a "happy ending"!
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I'd still love a continuation of the trilogy. The story (even if it's a bit implausible) is great and deep and the actors were amazing. I've always been fascinated by psychopaths. I'd love to know what happens with Jane and the grandchild! Imho it would end with Mr Brooks dying at the hands of his daughters of course. After he taught her. And we probably want to know more about Mr Brooks past as well. His father probably was a killer as well and he probably changed his identity a few times since his messy youth.
Good thread about the ending here: http://www.imdb.com/title/tt0780571/board/nest/118573354
I think many disliked the apparently fake out ending and wished the stabbing was real. But that would have been silly because Jane would have been really stupid and definitely caught.
And that it's "just" a dream doesn't mean it's a negation, it's what will come to pass and what he has to live with. It's definitely not a "happy ending". Him training her the family business of serial killing, perpetuating the sickness, it's really a more horrible ending than if she had killed him and gone to prison.