Two things make me wonder if Tyler really was 100% figment. When Jack's at the Airport, talking about
electric shavers and
throwers, Tyler hops in a sleek, red
convertible and speeds off. A second later, you see somebody yelling that their car was
stolen. The going theory by my friends is that the car stealing was a delusional
out-of-body experience he had while he was stealing the car as Tyler.
The other was, all the phones we see in the Paper Street house were rotary, how could he dial *69 to call the phone back? Note: I've since found you can dial 1169 on a rotary phone instead.
If you listen to the DVD commentary by Chuck Palahniuk, he says a lot of people were upset that Tyler "died" in the end. A number of people have approached him trying to buy the rights to his character, so they could make spinoff novels about him before Fight Club and such. As far as I know, they've been turned down.
CzarKhan says Chuck Palahniuk owns the rights to Tyler Durden's character, and no he will not sell them. He has said "I can't think of anything more boring than continuing a story I've already written."
funky49 says I think Tyler didn't die but that self recombined with the Narrator's mental self. He was fractioned and at the end Tyler re-joined him.
That would explain a lot, since he did tell Tyler "My eyes are open."