I may have missed something...but I came away concluding that the Night Nanny didn't really exist....it explains why the nanny was named Tully (Margot's maiden name). It explains why no one else was found in the car wreck...it explains why Marlo was diagnosed as clinically exhausted:. She herself was the one up all night cleaning, baking cupcakes, etc. Marlo rejected her brother's offer to pay for a nanny and decided to keep doing it herself...and the seduction by the nanny/waitress? It was Marlo herself having a fantasy seduction. That's how I saw it. Marlo couldn't let go of her total immersion into mothering, and so made up an imaginary friend to put her husband off track and to persuade herself that she was coping alright. Great acting, great story!!