coma theory
A fan theory that the plot of a tv show/movie/video game is actually all a dream by the main character, most likely because of a coma. Alternately all or most characters are really dead or in hell or whatever sounds edgy. The most lame and overused of all fantheories, no one particularly cares for it. This however does not stop tweens from posting their "original" fan theory on every relevant message board they know anyway.
Google the name of your favourite series + "coma theory", there's your example.