After killing his daughter Emily (Katja Herbers) because he thinks she's a host, the Man in Black (Ed Harris) thinks long and hard about killing himself. Ultimately, he can't do it — though Dolores is more than happy to do it for him. Unfortunately, he survives and is awaiting extraction by security at season's end.
Of course, it wouldn't be Westworld without some trippy addendum, so in a post-credits scene, the Man in Black is shown entering a decrepit version of the Forge where he talks to a host version of his daughter. The prevalent theory here is that this takes place far, far in the future and he's some kind of iteration of the Man in Black much like the park kept creating versions of the MiB's father-in-law James Delos (Peter Mullan) all those years ago.