At the end of James Thurber’s short story “The Secret Life of Walter Mitty,” Walter’s wife leaves him alone for several minutes to go into a drugstore. While waiting, Walter stands against the wall of the drugstore and lights a cigarette. It begins to rain heavily. He throws the cigarette away and once again escapes into one of his intense daydreams that serve as an escape from real life. This time, he imagines that he is facing a firing squad. Like in all of his fantasies, Walter possesses characteristics that he does not have in real life. Despite the circumstance of this last daydream, Walter imagines himself as “proud.” He is “Walter Mitty the Undefeated, inscrutable to the last.”

It is important to note that Thurber focuses more on Walter’s demeanor in this last daydream more than what is actually happening around Walter. By focusing on Walter's “erect and motionless,” proud stance, Thurber underscores how Walter's fantasies contrast with his dull reality, in which he is an unimportant figure. It is also interesting to note that the story ends with one of Walter’s fantasies, just as it began with one of them. Thurber’s choice to open and close the story with these intense daydreams emphasizes the significant role Walter’s fantasies play in his life.