I'm with you on NC4OM. Think I need to read the book, which I heard is great, to see if it sheds any light. For me, the movie ended and I was left thinking, "Hmmm. Well, that's that then."
 

The movie follows the book pretty diligently, including the end. After finishing with each one I came away with a feeling that there was something else that I was missing, like some additional metaphor or something laced throughout the book that I hadn't picked up on. As near as I can figure, the final bit is there to really underscore the bleakness by interpreting the events as signs that the modern world is being overrun with an unprecedented degree and flavor of evil. As a big history guy, I of course thoroughly disagree with that idea, but I think the final part of the book/film is necessary to really solidify the sheriff's sense of helplessness and confusion in the face of dark forces much more powerful than he is -- his sense of the law and of himself as small and ineffective compared to the dead, soulless evil of Chigurh and the larges forces that created him. Not a comforting or even a tidy ending, but any other ending would undermine the bleak outlook and messages of the book/film.

Huh, that probably should've been a post on my own blog, but oh well.