Trivia: The faun is not actually Pan. The film's correct title translated into English is 'The Labyrinth of the Faun'. However, the director, Guillermo del Toro, thought that the English-speaking audiences would get confused between a 'faun' (mythological creature) and a 'fawn' (baby deer). Therefore, for all English-speaking countries, the title is 'Pan's Labyrinth'.
Trivia: In a recent interview del Toro said that he tried to create subtle parallels between the "real world" and the fantasy world. One example of this is in the scene where Captain Vidal's dinner guests arrive in the rainstorm; the umbrellas they use are very similar to the heaving black flesh of the Giant Toad.
Trivia: Director Guillermo del Toro originally had the fairies from this film designed for a short sequence in his film Hellboy. Modified versions of the fairies are still visible in the Director's Cut DVD, where they can be seen pickled in a jar, though they appear somewhat different. Del Toro later used the exact same fairies from Pan's Labyrinth in Hellboy II: The Golden Army, during the Troll Market scene.
Question: All realistic indication by the end of the movie points to the fantasy actually being real, based on strong evidence. (Such as the magical door and chalk, etc.) Is there any strong theories that the fantasy is not real? I know is is ultimately up to the viewer to decide, I am just curious as to whether or not there is any concrete proof the fantasy might not be real.