"The Secret Life of Walter Mitty," by James Thurber, is about a timid man who is taking his wife shopping in suburban Connecticut. Mrs. Mitty is interested in getting a hair-do and in buying things like puppy biscuits. Walter, however, spends most of the trip in a dream world. At various points in the story, he imagines himself as a bomber pilot, a world-famous surgeon, and a sharp-shooting criminal.
Mitty's fantasies are a way of escaping his boring, powerless life. His wife criticizes his driving and orders him around to buy things. He is yelled at by a parking-lot employee. He recalls a time that he needed the assistance of some auto mechanics who laughed at him because "They're so damn cocky."
At the end of the story, Mitty imagines that he is a criminal facing a firing squad.
He took one last drag on his cigarette and snapped it away. Then, with that faint, fleeting smile playing about his lips, he faced the firing squad; erect and motionless, proud and disdainful, Walter Mitty the Undefeated, inscrutable to the last.
In my opinion, this is a happy, triumphant ending. Although Mitty's fantasy character is about to die, he will die with dignity, remaining defiant and undefeated to his last moment. In his real life, Mitty will continue to be pestered by his wife and ridiculed by men who are more "macho" than he is. But he will always have his fantasies to escape to. He will always retain that life that is exclusively his.