Take Shelter/WMG

The ending scene is another dream sequence.
The scene in the psychiatrist's office was the last "awake" shot of the movie. He did go on vacation. He did go into therapy. It's working. The beach scene is another dream sequence, but it indicates that he really is getting better. This time the storm comes up in his dream and his family recognizes it and are on his side.

The movie is a prequel to The Road
. The storm that's coming is the nameless disaster that caused the world to go to hell.