The trope that launched a thousand Wild Mass Guesses (most recently those for Lost), the Dying Dream is easily the most fashionable form of Shaggy Dog Story. The beginnings may be different - although these days they usually seem to start with a car crash - but each one ends in pretty much the same way, with the reveal that the protagonist has been dead or dying all along, and that everything that has happened has been some kind of dream, or else a purgatorial cleansing of sins. The absolute end of the story may involve the protagonist entering Heaven, Hell, The Nothing After Death or just winking out of existence altogether, if the writer doesn't believe in an afterlife (or just wants to leave the question open).