[Would You Kindly Avoid The Spoilers Ahead]
That last bit of 'BioShock Infinite' is meant to throw you over. It's meant to engage in discussions of dimensional warps and continuity, pinpoint the point between "BioShock" and "BioShock Infinite" (it's not "BioShock 2") and uncover Booker DeWitt's love for Elizabeth, who turns out to be the daughter he gave up before the events of the game to clear his gambling debt. Guilt, constants and variables and trans-dimensional travel is all wrapped up into that final scene. But for all the science-fiction and character development, Irrational Games hid something within that final plot twist - that Zachary Comstock is Booker DeWitt from another dimension - that brings us back to the original shocking realities of "BioShock Infinite's" floating city Columbia. Remember all that racism, class-warfare and religious zealotry that makes the early-game so intriguing?
Turns out it was all born when a man received a supposedly cleansing religious baptism. That's an intriguing idea. It may be "BioShock Infinite's" only real contribution to the sociological-minded endeavors present in the beginning.
The story goes that Booker DeWitt took part in the Wounded Knee Massacre in 1890, during which he and his army regiment brutally slaughtered hundreds of Native American men, women and children, an act requiring a lifetime of redemption. On that day or close to it, DeWitt was offered a religious baptism to cleanse him of his sins.
This is where it gets tricky. Keep in mind that "BioShock Infinite's" understanding of multiple-dimensions is this - there are an infinite number of them (get it?), split off from every choice a person can make, but in the case of DeWitt's Wounded Knee baptism, only two decision arise - to accept or refuse. No dimension for Booker DeWitt exists without first spawning from either one of those possibilities.
The DeWitt that the player inhabits many years later is the DeWitt that refused this baptism, who went on to have a baby named Anna and subsequently sold that baby to clear a gambling debt.
Every single version of DeWitt that had a baby and gambled her away chose to deny his baptism.
The DeWitt that accepts the baptism takes a new name - Zachary Comstock - who goes on to create Columbia, himself a prophet in the name of their new gods - Lord Washington, Lord Franklin and so on. They also praise John Wilkes Booth for his hand in the destruction of the "so-called emancipator," as Comstock puts it. Comstock teaches his people of the white man's superiority over the rest of the human population, puts plans in motion for Columbia to cleanse the world of the "Sodom below," starting off with a violent invasion of New York City and is, generally, a terrible human being.
Every single version of DeWitt that accepted his baptism and became Comstock did all these horrible things.
To put the cherry on the cake, he's the one who takes Booker DeWitt's daughter from across dimensions and, through experimentation, forces her to become the holy horror of science and religious zealotry capable of Comstock's desired "cleansing."
I'll repeat - every single horrible action taken by Comstock was the result of his baptism as Wounded Knee. A priest asks Booker DeWitt if he wishes to be cleansed of his sins, he arises Zachary Comstock and, with the confidence and righteousness of religion on his side, goes on to kill, institute a reign terror and wreak destruction in the name of his American gods.
And then you have Booker DeWitt, the continued Booker DeWitt, who chose to suffer his sins instead have them "washed away" in the waters of baptism. He drank, gambled and sold his daughter, all at least somewhat the result of his grief and guilt over what he'd done as an American soldier. His redemption was not gifted to him, it was earned when the player takes control and wins back his daughter through fight, not God. Comstock, who is infertile in all versions of himself, rips DeWitt's daughter from him, stealing and assuming his redemption as a right of the prophet.
All in the name of his religion.
Neither Irrational Games nor Ken Levine nor "BioShock Infinite" itself ever speaks explicitly of this connection. They want you to see it and decipher for yourself what it means. For me it speaks to the hypocrisy of religion, and baptism in particular, that a man in a cloak dares to claim he can cleanse you of your sins in one sitting, only to have the cleansed go on to dirty himself in the name of his God or Gods. His righteousness was not earned, but gifted, and therefore hollow to everyone but himself. He is, ironically, the false prophet - a name granted to Booker DeWitt at the beginning of "BioShock Infinite."
Booker DeWitt, on the other hand, took the long, hard road to redemption by first plummeting himself deeper into sin after the events of Wounded Knee. DeWitt drowned in self-loathing, disgusted at himself and yet desperate enough to stay alive to sell his own daughter. His journey was not over. He had not yet earned true redemption, but he will. When he finally wakes up on the rowboat, he's given his chance. When he finally arrives in Columbia as Booker DeWitt, the sinner, and not Zachary Comstock, the cleansed, DeWitt can recover the lost parts of himself, his daughter included.