Basically Comstock is what happened booker took the baptism, booker is what happened when he didn't take the baptism. Comstock is impotent, to get a child he used the time warp to contact the booker that didn't take baptism, and brought his child off him, her fingers got cut as the hole closed up. Every time when the worlds overlap, booker bleeds from the nose because he subconsciously remembers the event happening - hence the bleed when he sees elizabeths fingers.
I thought it was an amazing ending, and well worth the hype.
The twins are same person from different worlds, because there is always a chance you're either a boy or a girl, so using the machine she found herself in a male form. As I understand it, the same events kept occurring, where booker accepts this deal to rescue a girl for like 80 times, and he finally succeeds, hence all these little hints "he never rows" "heads or tails" its always heads.
What I am thinking is that Comstock succeeded in his plan, and the twins have used the machine in an attempt to foil it once they found out the errors of their ways - hence giving them an ability to appear whenever the fuck they please.
Disconnect and self destruct, one bullet a time.
