The Ending
I saw a lot of people who didn't get the ending. Remember when she's watching the video on her computer? That conversation about our essence, whether or not we can change who we are? Well, the ending shows that she was just a spirit hanging on, trying to change who she was. Jessica disappeared because she was finally able to do the selfless act and stay with Evan/save her brother. All the people in the building were trapped reliving a nightmare, until she was finally able to do so. All the not so subtle lines like, "we're going to be here forever," "We're going to be spending a lot of time together," should have given that away.
In summary: she was in the first circle of Hell, and was finally able to change who she was "in essence."
This is not me:
http://www.imdb.com/name/nm0163996/