Warning, spoilers for The Ballad Of Songbirds and Snakes ahead. Readers should have been prepared for an ambiguous ending for protagonist Lucy Gray in the Hunger Games prequel, The Ballad Of Songbirds and Snakes. From the moment we learned she was named after a song where a woman named Lucy Gray gets caught in a snowstorm and disappears, it was clear the real Lucy Gray's fate was in danger. There are a few possible scenarios as to what happened to Lucy: If she survived Coriolanus Snow's gunshots, she could have gone on to live in the wild, or become part of District 13, or she could have died. All we know is that she likely never returned to town.
By the time The Hunger Games novel picks up 64 years later, Lucy's story has been removed from public memory, as was Head Gamemaker Dr. Gaul's hope. In the beginning of The Hunger Games, only Haymitch Abernathy is named as a previous District 12 victor. (Katniss mentions there'd been another, but Haymitch is the only living winner. Author Suzanne Collins deftly sidesteps mentioning the other by name.)
Since the book leaves Lucy's fate up in the air — and some other confusing moments play out in the final chapter — it's best to break it all down to understand the ending.
Lucy Gray and Coriolanus Snow's backstory
For much of the novel, young Coriolanus courts Lucy Gray. They meet when she's a tribute in the Hunger Games, and Coriolanus is her mentor from the Capitol. He helps lead her to victory, she returns home to District 12 after, and he soon follows as a Peacekeeper. They manage to keep their relationship a secret for the most part, but circumstances threaten to tear them apart, particularly when Coriolanus shoots the mayor's daughter and also turns in his best friend, Sejanus, for treason, resulting in his execution. (In addition to those deaths, Coriolanus is also responsible for killing a tribute, Bobbin in the Hunger Games arena.)
Lucy Gray knows of two of those murders: the mayor's daughter, and Bobbin. But she doesn't know the truth about Sejanus's death. When Coriolanus accidentally mentions he's killed three people, that could be a red flag for Lucy Gray.
Lucy Gray and Coriolanus were going to run away together
Coriolanus thinks his life in Panem is over. He's convinced authorities will find the gun he used to kill the mayor's daughter, covered with his DNA. After condemning Sejanus's decision to run, he now sees it as a possibility for himself. Lucy Gray seems adept to living a new life in the wild. She survived in the Games, and knows how to fish, gather, and build fires.
But within minutes, Coriolanus realizes he's out of his depth. He hates fishing, can't stand the idea of having to build a cabin, and dreads the perceived monotony of a life spent surviving for surviving's sake.
So when he finds the murder weapon in the woods, he realizes it's the only thing tying him to the mayor's daughter's murder. He considers ditching Lucy and returning to a cushy life as a Peacekeeper officer. That is, until he realizes that Lucy is a witness who could potentially be his undoing. "What if they interrogated or even tortured her? The story would come out. She hadn't killed anyone. He had. His word against hers," author Suzanne Collins writes.
Lucy Gray might simultaneously recognize Coriolanus as a threat
From this point forward, Lucy Gray's thoughts and whereabouts are unknown to the reader — and conflated with Coriolanus's neurosis. If she realized he'd lied to her about killing three people, she might have decided he was dangerous. When Coriolanus found the guns, he asked her whether they should bring them along. The book reads: "Lucy Gray drew back, rose to her feet, and considered [the guns] for a long moment. 'Rather not. I don't trust them.'"
In that one line, is she saying she doesn't trust the guns, or him with the guns? Lucy Gray makes an excuse to gather food and ducks out of sight.
Coriolanus turns on Lucy Gray
After realizing she's been gone a long time, Coriolanus's thoughts turn from "she would never rat me out" to "she's going to try to kill me, so I have to kill her first." His paranoia moves quickly. First he's convinced that she's hiding from him, and then he believes she's booby trapped her fallen scarf with a snake to bite him. (Her scarf could have been an accident. Earlier in the chapter it's mentioned that it comes untied easily, and the snake appears to be nonvenomous.)
When he hears her singing "The Hanging Tree," he interprets the song as a taunt. He aims his gun near the sound and open fires. He never confirms whether he hit her, but instead begins a trip back to the military base.
That's the last we hear of Lucy Gray. Like her namesake in the song, her footprints disappear.
What happened to Lucy Gray?
There are a few possible outcomes. One, she died. That was hinted at as she headed into the woods with Coriolanus. "Good-bye, District Twelve. Good-bye, hanging tree and Hunger Games and Mayor Lipp. Someday something will kill me, but it won't be you," she says.
Two, she could have decided to hide out in the forest indefinitely. Coriolanus left the supplies they'd brought in the woods. ("What of the supplies? Should he drown those as well? No point. Either she was dead and the Covey would find them, or she was alive and she would hopefully use them to escape," the book says.) Or three, she may have made it to District 13, which we know from Mockingjay was not wiped off the map as Coriolanus thought.
Ultimately, we're not meant to know. The plot continues to follow Coriolanus, with Lucy Gray becoming an unexpected pawn in his quest for Panem power.