Great movie! The end was a bit puzzling at first, but then another review noted that the criminal who would have been killed was spared and became a war hero. The military man may have been him, or someone who knew about him and has figured out the truth about that guardian angel. Anyway, when he dresses for frigid weather and lands in another time, there are caves with animal drawings on them. After having witnessed what happened to New York, the military man despaired of humanity being a force for good on earth and went back to the Caves of Lascaux to eliminate the few humans living at that time. So all goes dark in New York and the rest of the world which never came to be, but was spared the destruction that humans created.
