I wrote this at work so some of it repeats what others have pointed out already:
So one of the interesting things that came up in that last episode is Esau's desire to go home (I believe we saw that in the past also although I'm not sure). One question has to be where is home? I am guessing Egypt or close by. The Island is covered with Egyptian Hieroglyphs and recall that Jacob was making an Egyptian tapestry in the statue foot. This is also consistent with the Biblical reference as Jacob moved his family to Egypt after a famine in Canaan and the descendants of Esau end up in Egypt. If I recall correctly the tunnel that Ben takes off of the Island brings him to a desert in Tunisia (not Egypt but the correct part of the world at least).
The Esau's line to Richard “It’s good to see you out of those chains” was very interesting. I guess Esau chained up Richard because Jacob seems OK with him. Richard doesn't exactly seem like the kind of person you need to chain up for being evil.
The whole parallel realities begs the question of where we are going with all of this. In the past, multiple realities always intersect at some point. Are these two realities going to intersect or what does the new reality add to the storyline? Could it be as simple as demonstrating that the plane not crashing doesn't work out for anyone? Or does it maybe allow the writers to kill off lots of characters without pissing off the audience because they are still alive in the good reality? I think because its Lost we have to get something big plotwise from this reality so those examples are probably not enough.
How did Juliet know that the bomb worked? Right at her dying moment? Seems to support the purgatory theory a little.
