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At the end of the follow up series 'Ashes to Ashes' we discover that Gene Hunt was a brand new police recruit who was murdered by a gang of armed robbers in the 1950s. His soul passes to another dimension where the spirits of dead police officers go to come to terms with their passing before moving on to the real afterlife (symbolically represented by Nelson's pub). Gene's spirit stays so long he ends up being in charge of this world between the worlds, the 'Reciever of souls for her Majesty's Constabulary'. Ray and Chris are also dead police officers, Chris having been killed in a gunbattle, Ray having committed suicide. Gene, Chris and Ray started out in the 'Life on Mars' world as fish out of water as Sam is but have been there so long that they've forgotten their origins and assimilated.
2 main theories in this regard. Firstly that Sam never wakes up from his coma and dies in the hospital, his return to the 'real' world all an illusion. Secondly that he does wake up but eventually realises that he was supposed to have died in the accident so commits suicide (his mother presumably having died in the intervening period). The first theory has the problem that Alex Drake in 'Ashes to Ashes' knows details of what Sam experienced in his coma due to his report on the incident but this may have also been a supernatural illusion to prepare her for what is to come. The first theory seems more likely as Alex in 'Ashes to Ashes' also appears to return to the real world for a time but in the end accepts that she's been in her hospital bed the entire time and has died.
In 'Ashes to Ashes' it's revealed that Sam disappeared during a drugs bust and his body was never found. We later discover that he had told Gene Hunt that he was tired of his existence and wanted to move on implying that he had accepted his death and was ready for the afterlife. The characters on 'Ashes to Ashes' can find no trace of Annie suggesting that either she too was dead police officer who had moved on or she was some sort of angelic guide who's work was done once Sam had passed over. Gene, Ray and Chris meanwhile transfer to the Metropolitan Police and continue their adventures in 'Ashes to Ashes'.
Just like other TV series, BBC 2 produced two versions of Life On Mars: an Original Version for the UK market and a shorter version for the TV broadcast to have more slots for commercials. Furthermore some of the escpecially in the US TV critical dialogs and nudity scenes were cut out. Often could be read that the shorter version is a so-called "Euro Version", which was produced for other European countries and that the Original Version was produced exclusively for the UK market. A detailed comparison between both versions with pictures can be found here.
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