Theory 4:

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Mary has schizophrenia, John has bipolar disorder.  They are both in a mental hospital. Mary holds a balled up blanket, she sings a lullaby to it. There was nothing... Mary and John, had killed Dean and Sam. Dean was strangled to death by Mary since she was having an episode, she had thought a monster had possessed Dean and was trying to kill the monster, she had killed her baby.

After Sam was born, John had shaken Sam to death, he was having an episode.  Mary's parents had put both Mary and John in the mental hospital.

Mary held her balled up blanket, she sung to it, fed it, took care of it like there was a baby alive and wrapped up.

John played with toy cars and was pretending he was playing with Sam.

Mary's parents Samuel and Deanna would come visit them, the doctors would say the same thing to them.

"They think they are playing with their children. They don't know that they killed their sons. They think their sons are here and are alive."

Deanna and Samuel watched John and Mary, they were heartbroken. Dean was only 5 when he died and Sam was only a couple weeks old when he died. John and Mary see their ghosts, their little boys. But their little boys just watch them, stare at them and don't move. They stay still, frozen like statues.

John: Come on Deanie wanna play cars?

Dean: No daddy.

Mary: Why Dean?

Dean: Because I can't move. I'm trapped. No one will set me or Sammy free.

A few months after, Deanna and Samuel had dug up their grandchildren's rotting corpses. They had buried Sam and Dean. On the headstones said these words for both Sam and Dean.

Dean's Headstone:

Dean Joseph Winchester

Born January 24, 1979

Died September 6, 1984

Son, brother, grandson, friend.

"I'm Batman!"

Sam's headstone:

Samuel Adam Winchester

Born May 2, 1983

Died May 16, 1983

Son, brother, grandson

Mary and John had committed suicide together, they wanted to be with their boys. What they didn't know was that, Dean and Sam were in Heaven, while Mary and John were in the fiery pits of hell, being tortured by demons and Lucifer.

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