When Zilphia learns that her former husband has married again "in a neighboring state," she travels to Memphis to engage a "private detective agency" to surveil him and his new wife. The story does not describe any of the individual detectives, but the agency sends her detailed accounts in weekly letters. (The history of American private detective agencies dates back to Allen Pinkerton, who started his National Detective Agency in 1850.)
Years after learning that her former husband's wife is pregnant, Zilphia begins "to dream again" (380). In many of these dreams she is "walking to and from school . . . with her daughter's hand in hers" (380).
Years after learning that her former husband's wife is pregnant, Zilphia begins "to dream again" (380). The dreams that feature "negro men" cause her to "wake wide-eyed" (380).
The town's postmaster teases Zilphia every week about the letters she receives from Memphis; although the letters "bear the return address of a private detective agency," he "rallies her on her city sweetheart" (379). Behind his "insincerity" there is apparently some "pity" for her (379).
In the story's last section Zilphia returns to Jefferson after a three-year absence, "in mourning," with "a plain gold band" on her hand, "and a child" (381). She tells people about "her second marriage and her husband's death" (381), but it seems most likely that this husband is a figment of Miss Zilphia's imagination and a way to explain that child. In any case, just like the painter whom Zilphia did marry, he's never given a name, and so effectively she remains 'Miss Zilphia' - the name the narrator uses throughout.
The story requires its readers to decide for themselves about the identity of the girl that Zilphia brings back to Jefferson at the end, claiming that she is her own daughter. The cues provided by the text, however, make it probable that this girl (whom the narrator calls "little Zilphia," 381) is the daughter of the painter Zilphia married many years earlier and his second wife: for example, the girl has "eyes like wood ashes and dark hair," both traits she shares with that husband (381, 375).
From a newspaper Zilphia learns about this woman "in another state" who marries the man to whom she herself had been married (379); from the detective agency she hires, Zilphia learns about "the birth of a daughter and of the mother's death," a sequence that suggests this woman died in childbirth (381). Although from the agency's reports Zilphia learns enough about this woman's marriage to live "vicariously" inside it (380), what the story passes on to readers is vague and confusing.
After her husband leaves and her mother dies, Zilphia's fantasies begin to include Mary, the mother of "Christ": lying in bed, Zilphia whispers to herself that "Mary did it without a man," and announces to the darkness that "I will make myself conceive!" (379).