With Caine gone and the circus dark, the cast are left with only the mistakes and traumas of their pasts to keep them company. As the prospect of eternity closes in around them, they discover the truth about the Digital Circus and its history. Will they come to terms with what they uncover, or will they make... the other choice? Also, presumably at some point someone says something funny, because this ending can't be THAT depressing, can it?
