I don't get why some people are having a hard time 'getting' the movie?
Massive Spoilers ahead.
As far as what happened it seems fairly clear cut to me what happened.
The father fell asleep at the wheel, he ended up crashing into the oncoming car killing the "Lady in white" and her baby. The crash also claimed the life of him and most of his family save one...kind of.
At the point they died they entered a "limbo" type of place, where they awaited death/judgement. The lady in white meanwhile took her revenge on them, one by one for her death and her baby's death.
After she took her revenge death came to claim their souls for them to pass on (the guy in the black hearse). He took their souls and after doing so had no need for their flesh/bodies, hence why after they saw him drive away they shortly found the "remains." One exception is the mother, however he very well could have already had her in his car and simply released her since he already had claimed her and she shortly died a moment later.
As far as this being "limbo" the main thing that supports that is the fact that the mother mentions all the people on the road, how they all look sad, etc. She mentions her dead friend. Then throughout the film you "hear" the people, you never see them, and the characters that haven't "lost it" don't notice them.
Now the reason the girl survived is simply because she was pregnant. Death most likely couldn't "claim" a soul or pass judgement which had yet to live or had a chance to. So this was her saving grace. Therefore she was allowed to live.
HOWEVER, she was in limbo with them all, she didn't "dream" it or "imagine" it, as the note her father wrote was there at the end. There is no way he could have survived that crash.
Once death had finished his job in "limbo" the flesh/bodies of the people and their vehicles were returned to our reality and the things within remained, such as the note.