“What the f—k just happened?” asks one cowboy to another, when an FBI agent named Dale Cooper — or is it Richard? — disarms them, deep-fries their guns, and then at gunpoint, courteously asks the waitress to write down an address. It’s a question that applies to most of the “Twin Peaks: The Return” finale, which ended with a sky-shattering, ground-shaking, still-haunting scream. Sheryl Lee, who plays Laura Palmer and the woman who in this episode identifies herself as Carrie Page, has the look of a Hitchcock blonde — and the sound of one, too. In a way it feels like all of “Twin Peaks,” from its 1990 premiere to its Sept. 3 finale, is a journey of getting inside the unhinged, female terror of that scream. David Lynch has taken us on a circuitous journey towards the bloodcurdling — which has taken us both to the corrupted soul of Americana and across astral dimensions.

The two-part finale of “Twin Peaks: The Return” recentered the “Twin Peaks” story on its long-dead victim, Laura Palmer. Unlike most dead girls who become inciting incidents, Laura is the reanimated center of her own murder: Even though she is dead, she is also brought to life again and again by the camera, either as a spiritual being, in a flashback, or as a different person entirely. It’s one of the most beautiful and the most ultimately tragic elements of “Twin Peaks” — the show that gives such remarkable voice to its victim is also constantly reminding the audience of the unnameable horror of her final days.

One of the reasons “Twin Peaks” is so persistently seductive is because it finds a way to inhabit American emptiness in a way few others can approach. Emptiness is a part of this country’s cultural heritage; driving through America, in “Twin Peaks,” feels as isolated and hair-raising as it might on a long stretch of two-lane highway through remote Texas. The gas station in the final episode is shrouded with darkness that looks ready to close in at a moment’s notice. Lynch’s art, at least part of it, injects meaning behind moments that would otherwise be stunning for their artifice. It’s like a reverse camp, and it’s especially apparent for any emphasis on Lee, who so thoroughly embodies his “Twin Peaks” aesthetic. The final hour of “Twin Peaks: The Return felt like it was the final stroke cutting through a shroud of illusion about America that the show has explored since the first episode. Underneath the artifice — the suggestions made by this soap operatic melodrama — is that endless, echoing scream.

That only scratches the surface of trying to explain what the hell happened in the finale, of course. After a Part 17 that served mostly to resolve the long-simmering storylines of the town of Twin Peaks, Part 18 is an eerie trip through a mirror universe where the mythology of the series is almost irrelevant. Almost, because there’s still something happening, but it’s so carefully unmoored from everything we’ve seen beforehand that it makes for one of the most truly terrifying moments on television, a disorienting cliffhanger that feels like a sickening blow to the chest. It’s incredible: Watching Laura Palmer’s house, now occupied by a woman with a meaningful name, flicker out and smash cut to a black emptiness, as Carrie’s scream reverberates through the darkness, is an image that is going to haunt me for a while. The whole adventure — even when Cooper realizes Diane has called them both Richard and Linda, even when the long drive to Twin Peaks becomes even eerier with two pairs of headlights thrumming closer to them — would have been somewhat innocuous if not for the moment at the end where Carrie remembers, or understands, or briefly becomes, Laura Palmer.

But instead that final moment cuts through every quirky element of “Twin Peaks” to reveal a yawning pit of despair. The names have been changed; the circumstances have been altered; the people who call themselves Cooper and Laura Palmer don’t even exist anymore. And yet: Even in a world where every other marker of Cooper’s identity is gone, the only certain thing is the evil in that house, this foundational horror. In “Twin Peaks: The Return,” the boundaries of self cease to be relevant: Cooper multiplies into an increasing number of avatars, and people carry within them the memories of other identities. And yet no matter how universal the story becomes, the evil is immovable: Like it’s a simulation where every tweaked variable still produces the same result. (The Arm asked, “Is it the story of the little girl who lived down the lane? Is it?” And honestly, I thought it was, but I don’t know anymore.) Through the weight of 18 hours of storytelling — and technical mastery that makes nearly everything else on television look like mass-produced knockoffs — this show that rewards such close attention ultimately spits that attention back at the audience, with a brilliantly acidic death rattle. The closer you’re paying attention, the more you feel the rug has been pulled out from under you; because the final moment of “Twin Peaks: The Return” suggests with melodramatic hyperbole that all of Cooper’s work has been for nothing. There are great forces at work in the world — and the forces of evil are winning.

It’s scary. Above all, this is a scary episode, from Cooper leading Laura out of a scene from “Fire Walk With Me” to the final moments, where Lee appears to be in slow-motion, blinking with an unnerving languor. The scene offers the type of cold frisson that chills even the comfort of fandom, making coffee and pie and donuts feel as far away as Saturn. And maybe most terrifying, it’s a moment that makes watching TV feel different than what has preceded it. Suddenly it’s clear that Cooper is an older shadow of his former self, without the carefree presence of his avatar Dougie Jones or the cartoonish evil of his dark twin. Instead he’s just a broken hero, slightly pathetic, in a world that looks nothing like the one that he left. When Diane (Linda?) has sex with him in the motel, she presses her hands over his face, like she’s trying to unsee it, or change what’s there. Is he even really an FBI agent, as Richard? Did he just shoot a man in a diner and coerce a waitress at gunpoint because he was out of his mind? With just the slightest change in angle, he’s unrecognizable; with just the slightest shift in context, the apparent meanings laden in “Twin Peaks” drop away as if they never existed. In its place is a world full of strangers, a terrifying empty loneliness on the highway, and a certainty of violence lurking at the edge of consciousness. There is nothing cute here, just awful horror. That this finale utilizes so many shots that could be from Cooper’s point-of-view — and literally superimposes his gaze, as if he is watching on a screen and his own face is reflected back at him over the action, onto much of Part 18.

Unexpectedly, given that “Twin Peaks” was a show of misty forests and crisp mountain air, “Twin Peaks: The Return” was a perfect summer offering. By not competing with the chatter of other “prestige” TV shows, the show found a way to take its time with a mastery that feels transporting; David Lynch’s vision is so complete that it feels possible to relax inside of it, trusting a complete vision to emerge. Turning on the TV on Sundays this summer has felt like pulling up to a drive-in, to soak in the collective transport of reckoning with the strange.