Marty is really Ray from In Bruges.
Ray survived his ordeal in Bruges, moved to America, and became a screenwriter. He wants to write about peace and love because he wants to get over the violence he experienced in Bruges. Kaya was killed at some point during Marty's absence.
Hans states that the female characters in Marty's script are useless, because they end up getting killed or forgotten after a while. She does sort of "die" in Billy's proposed shoot out ending, but chances are, by some cruel twist of fate, she got hers eventually. Myra was originally Maggie.
Marty is the seventh psychopath.
There were only six in the film: Billy was both the first and seventh. Marty appears, at first glance, to escape the events of the film wiser and more experienced but relatively unscathed, having sold his film script and ending the story by walking into the distance with the posture of a man who has a new lease on life. But the real final scene finds Marty slumped over a desk in the dark, disheveled, possibly having fallen back on his alcoholic habits, and accepting a call from confirmed psychopath Zachariah. Zach makes a date to murder Marty for failing to uphold a promise, but visibly hesitates at Marty's resigned tone - he notes that Marty sounds different, as though he's "been through the ringer," and Marty agrees. Zach breaks their arrangement but says he'll be in touch, and when Marty says he'll be there, Zach's reply is a somber "I know." This troper's opinion is that Zachariah, as a psychopath himself, recognized a kindred spirit in Marty during their phone call. Marty was indeed a man changed by the events of the film, but not for the better. His fascination with psychopaths - not to mention his habit of forming close relationships with them - brought out the psychopath within himself.- My theory is similar, but the opposite at the same time. Basically, Zachariah is not an actual, diagnosable psychopath, in my opinion. He got dragged along for the ride with one, just like Marty did. So Zachariah did recognize a kindred spirit. This is left pretty open-ended though, and I could seen argument either way.
- In the script, this is explicitly stated to be true. Although a lot did change between the script and the final film.
Marty is the last vestige of the soul of Tony from The Imaginariumof Doctor Parnassus
One small part of Tony's soul escaped into purgatory, and Mr. Nick took the form of Zachariah to tempt him into doing evil, through becoming a murderer and/or exploiting his friend's stories just as he'd exploited his friends as Tony in The Imaginarium. In the film's epilogue, the only evil act that Marty/Tony has committed is forgetting to add Zachariah's note to the end of the movie's credits. Since he seems genuinely sorry about this - and has survived the film without becoming a vengeful, psychopathic killer - Mr. Nick has no grounds on which to claim his soul for hell, and gives him up.