The Host: You dream is over! Your nightmare is about to begin.
The Host: If you need anything, scream.
The Host: Like a bad horror movie, isn't it?
The Host: I Love To Party.
Pinhead: You still don't understand, do you? There is no way out for you, Chelsea. Oh, what wonders we have to show you.
The Host: You know what makes my revenge so sweet?.. It's because I beat you guys at your own game.
Answer: No they are not. They are just a figment of Chelsey's imagination as Lance Henrickson's character points out he put all of everything they saw in their mind, including Pinhead.
SAZOO1975