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  Funnily enough, I just done the same thing and watched all of Twin Peaks in one go. So much of The Return made more sense by having Fire Walk With Me fresh in my mind.
  This was only the second time I've watched The Return, and I enjoyed it a lot more this time, probably because I knew how long I'd have to wait to see the real Cooper back in action. Also, Twin Peaks in general just works better when watched over a shorter timeframe, since having a week between episodes can just exacerbate the more frustrating ones.
  The end of The Return still struck me as abrupt and a downer, or at least it did until I read this long, mostly convincing, and completely mind-melting theory that the final two episodes form a symbiotic time loop, and are meant to be viewed simultaneously, with episode 17 being the true (and more positive) ending. If it were any director besides Lynch, I'd say this was ridiculous, but this kind of madness is his bread and butter, which is especially evident when considering the similarities between those final episodes and Lost Highway.