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All throughout episode 8 of Paranoia Agent, "Happy Family Planning", we see the main characters for that episode trying to kill themselves and failing in slapstick-y fashion, over and over. Then the oldest of the three, Fuyubachi, starts to take a pill, suddenly seems to be having an attack of whatever the pills are supposed to ward off, it seems like he might die...

... except he doesn't, and then it seems like everything just ... becomes okay. They're still talking about committing suicide, but they seem like they've actually decided to just enjoy life instead.

What's going on?

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The strong reaction Fuyubachi has in the parking lot isn't because he's having an attack with no medication to take for it...

... it's because he's finally realized, he and the other two are dead. It's a sunny day, and everyone else in the park is casting a shadow; the three of them are not. Earlier in the episode, one of their suicide attempts succeeded in bringing about their deaths, but they didn't know it, and continued trying to kill themselves.

There are clues beforehand that such a thing is possible...

Namely, the man they saw who jumped in front of the train, and whom Zebra then saw walking out of the crowd. Everyone's reactions to the death indicate that it left him in a horrible state - so bad that our three protagonists decide that even if they want to die, they don't want to do it in a way that leaves you looking like that.
Yet the man Zebra sees is moving under his own power, and while he's bloody, and complaining about how it hurts, it's nothing like the utter mangling one would expect. More to the point, no one else in the crowd seems to see the man. He is a ghost, who only thinks he's still alive - and the only reason Zebra sees him, presumably, is because Zebra is also a ghost.

If you re-watch the episode knowing what Fuyubachi realizes at the end...

It seems that our protagonists must have died in the building that was being demolished. When Zebra and Fuyubachi run away from Kamome, not wanting her to die along with them, they have shadows; when they are going to the train station, they cast no shadows on the ground, but a passing bike rider casts a very visible shadow. Ironically, it means that their deaths probably weren't even a result of their suicide attempts, except indirectly. Fuyubachi and Zebra both take pills and try to inhale the carbon monoxide inside the building, but Kamome shows up later than that, and still dies; it suggests that they were killed when the building was demolished with them inside, something they didn't plan for.

It also explains the reactions they get from others...

... which is mostly not being noticed at all, because the living can't see them. The exceptions are: Shounen Bat (Lil' Slugger), who can see them but is presumably a little freaked that dead people are begging him to kill them, and ... The teenage girls at the end, who are shocked because Fuyubachi, Zebra and Kamome's photobombing turned the picture they took into a "ghost photo".

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    Wow… How did I not notice all of that? – Hakase Aug 23 '14 at 3:30
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He realizes they are dead. If you notice, he keeps popping one last pill. Zebra the gay guy eat several pills, but nothing happens to him. Both inhale smoke but they are still alive. However, the 3 of them died when the building collapse.

Zebra sees the train jumper coming out bloody, but other people are staring in the direction of the rail. When they are in the bathhouse already, in bed, Zebra said "did you say something", a man runs screaming. That's because they are a ghost.

Little slugger or the boy of the golden bat is not real. It is a mere representation of the solution of what afflicting you. In Japan, they said when people commit suicide they are stuck in eternity pursuing their goal. They are going around thinking they fail to commit suicide when in reality they are dead.

In real-life Japan, there are internet forums where people bra e meet for the purpose of suicide. Welcome to the NHK mentions forum suicide groups. The girl chooses suicide instead of being alone because her parents work and don't even pay attention to her.

The old guy carries a bag of candy that is given to children. That represents his children, can be that he doesn't have a relationship with them or he was abandoned by his children. Zebra is gay, probably his lover left him and that's why he is choosing suicide. It is really sad especially when Japan is the second with highest rate suicide compared to the rest of the world.

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