The Private Investigator (M. Emmet Walsh, at his best) shoots Ray (John Getz) with a high- powered rifle through the window of Abby's home. Abby (Frances McDormand) hides in the bathroom and shoots the Private Investigator, thinking that he is her husband, Julian Marty (Dan Hedaya).
Abby is completely unaware that the PI had killed her husband and that Ray found Marty's body with Abby's gun nearby and thought that Abby had killed her husband. Ray tried to clean up the mess, but had to bury Marty alive along the roadside when Marty returned to consciousness in the back of Ray's car. Abby thinks Ray killed Marty in an argument over Ray's back pay. Ray thinks Abby is using him as part of the cover-up for her murdering Marty.
The PI looks up at the bottom of Abby's bathroom sink and as a drop of water falls from the plumbing trap, the film smash-cuts to black.
(When watching this movie, remember, the lighter is the McGuffin!)
Thanks Evil Ed!