My brother and I were recently watching "Rescue Me" (S3 finale) and he brought up something that's bothered me as well: at the very end, why does Sam get that chill on the plane? Is the scene in which Diane calls him from Italy another dream sequence that he has? Or was it real and his chill just to get the attention of the flight attendant?

It's been awhile since I've seen the episode, but if it's the sequence where she attempts to call him and gets the answering machine, that actually did happen.