After almost dying in the café, James and Alyssa have been through more than enough together. In the last episode we see Bonnie being arrested for the murder of the motel clerk, and we see James and Alyssa give their witness statements to the officers on the case. When James is giving his statement, Alyssa leaves the police station and leaves behind a note explaining to her aunt that she will be back and to "take care of James." When James comes out of questioning, he immediately notices Alyssa's absence and begins the trek to hunt her down.
James finally finds Alyssa back where all of this mess started — the professor's house. After some pretty heavy conversation, Alyssa and James drive off together. Throughout the season, James attempts to utter an "I love you" to Alyssa, but can never find the right time. He slips it into a scene where Alyssa is sleeping but then immediately retracts it when she wakes up, pretending it never happened in the first place.
In the final scene of the season, Alyssa admits that she feels the same way about James, and the two end up together, ready to return to a life filled with normalcy.