The film Mulholland Dr. may be viewed as a highly personal and symbolic psychosis on the part of Diane Selwyn concerning her complicated past and the death of her child by a form of abortion.
This child, a girl, would have grown up to become — in Diane's mind — the woman we know as Rita. Rita is not Diane's lover, but her projected child. And Diane's love that is rejected by Rita is the love of a parent being rejected by their offspring. From the womb-like locations of Havenhurst and Sierra Bonita, to the nursery colours that flood the film, to the references to abortion and subsequent regret, this film outlines a descent into a depressive psychosis ending in maternal suicide resulting from a prenatal death.
From Coco's troubling madame-like appearance as the manager of the Havenhurst courtyard — where she advises Betty to "get rid" of the troublesome, child-like Rita who has been spotted accidentally — to the reverse-birth (and therefore death) of Rita/Camilla via the blue box, to the images of male expectation around "the girl … is still missing," we see an anguished mind trying to deal with the guilt of loss. It also seems possible that Diane was convinced to go through with the abortion by others, including Coco, but that it was a car accident — rather than the actions of a doctor — that actually resulted in the prenatal death.
Furthermore, it is possible to regard the hitman chuckling with his buddy in the fleapit office as uncaring men in a male world laughing at the irony of a foetus being aborted as a result of an automobile accident. What would be more terrible than deciding at the last minute to reject an abortion procedure, only to have the mother miscarry on the trip home?
It is also possible that no specific man can be regarded as the father. If Diane was working as a semi-professional prostitute — all those cigarette butts continue to implicate her — possibly under the control of Coco or her Aunt, then it is possible that she herself may be unclear on the matter. It is also possible that Adam Kesher may be an idealised lover/father who has, in Diane's mind, already rejected the mother to embrace the daughter. In this way, the final dinner scene is a bizarre public acknowledgment of Adam's preference for his "daughter" Camilla.
Diane's encounter with her former flatmate De Rosa may be viewed as an encounter with a kind of "female father" who is unconscious of her link to the projected Rita. One could also argue that Rita is a phantom pregnancy — the child that Diane and De Rosa would have had if they could have reproduced together. Interesting, that when Betty and Rita probe into the silent, dark apartment in Sierra Bonita, seeking to discover Rita's identity, they find the slimy husk of a dead girl who echoes the dead body of Diane following her suicide.