Monty's (Edward Norton's) father (Brian Cox) drives him up to the prison. Monty's father tells him that he can turn and cross the George Washington Bridge, drop Monty off in a small town far away, but that he can never return home. He tells Monty that in a couple years he can send a letter to Naturelle (Rosario Dawson) and they can live in the town and start a family. Monty fantasizes about this scenario, but we see their car drive past the GWB exit without turning; Monty has accepted his fate and will serve his time in prison.
Thanks, M Lingo, and others hwo helped with the interpretation of the ending!