Just Beginning

One way to end a story is to show that another story is just beginning. At the end of Satan's World by Poul Anderson, the trader team sets off on a new mission. Their lives have significantly changed in that they are now rich enough not to need the work but they do it because they want to. And, while they are outward bound, they play poker. They remain in character and their lives continue.

A later Star Trek film ends with Kirk and his crew taking a new Enterprise out of the Solar System, "thataway." The second and last Doctor Who cinema feature film ends with the TARDIS crew not back home but attacked by Roman soldiers...

SM Stirling found an appropriate ending for his alternative history novel, Conquistador. A sabre-tooth is routinely going about its business eating a giant sloth when a new Gate between worlds opens before it... This scene could lead to a sequel but does not need to. We can turn to other novels by Stirling - and also by Anderson or Turtledove - in order to read more about alternative histories.