optimists could say he flew (or escaped the hospital to catch a cab much like when he jumped off the building earlier)

nihilists could believe he succeeded at suicide despite shooting off his nose and becoming a respected actor or that he died the first time he jumped off the building and that the rest of the movie was how he wanted his career to end up

the one point I'll refuse to budge on - no one reacts smiling at the realization a loved one committed suicide

so maybe Sam's mind lived in the same imaginary world where him escaping the hospital meant flying

he spent the whole movie imagining things (the action movie/national guard sequence), a suicide should have been made clear and transparent if that was the case

but the film's creators cop to being intentionally vague, so there is no right answer http://www.huffingtonpost.com/2014/11/25/birdman-ending_n_6219290.html