FAQ for
K-PAX (2001) More at IMDbPro »

The ending is left open for interpretation. As such, one of two things may have happened:

1) prot did indeed leave Earth to return to K-PAX, taking Bess with him. Porter was just a human host that prot used while on Earth.

OR

2) Porter suffers a mental breakdown at the end, and is shown later to have fallen under catatonia. Bess coincidentally escapes from the hospital, leading some of the patients to believe that she went to K-PAX with prot.

Yes.

The scene after the credits may be very important to some people's interpretation of the ending.