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George is a sad man. He's got plenty of reason to be. For starters he's married to Martha, a vicious wife. Martha's favorite pastime seems to be humiliating George, by parading his failures for all to see. She has no shortage of ammunition on that front, as George has had plenty of disappointments.
One of the major ways George has failed in life is that he's never moved up the ladder at the university. He's still only an associate professor after years of teaching. At this point, he should be running the History Department. However, Martha's father, the president of the university, felt that George "didn't have the stuff" because he wasn't "aggressive" enough (1.760, 762). When they first got married, Martha had hoped that George would eventually replace her father as head of the university, but at this point it seems like that was only a dream.
Martha also tells us all about the failure of George's novel. Her father threatened to fire George if he tried to publish it. In Martha's father's mind, the novel's subject matter made it too risqué for a faculty member at his "respected, conservative institution" (2.472). George buckled to Martha's father's demands and "threw the book in the fire place and burnt it!" (2.479). When Martha tells this story she also reveals George's childhood trauma. The novel was about a "Naughty boy child […] who killed his mother and father dead" (2.460).
Earlier in the play George tells Nick a story in which he talks about just such a boy – one who accidentally shot his mother with a shotgun and caused his father's death in a car accident. There's a pretty good chance the boy in that story is really George. It seems like it is because George goes absolutely crazy and strangles Martha when she reveals all this. Also, George calls the novel his "memory book," leading us to think that it was probably non-fiction (2.520).
If George really did accidentally kill his mother with a shotgun, then it seems scary that George happens to have a toy shotgun around. Early in the play he sneaks up behind Martha and fires. Instead of a bullet, however, a colorful parasol comes out. So, does George keep the shotgun as some sort of twisted reminder of his mother's death? If so, is the seeming prank on Martha some kind of morbid reenactment of the fatal accident? Perhaps, some part of George wishes Martha would die just like his mother did.
It seems pretty clear that George harbors murderous resentment towards his wife. So why in the world does he stay with her? Here are a few ideas:
Theory #1: he's too passive to leave
Maybe, George is just so resigned and apathetic he doesn't care anymore. He tells Martha, "I'm numbed enough now, to be able to take you […] when I do listen to you, I sift everything, I bring everything down to reflex response, so I don't really hear you" (2.657). So, maybe George is just too numb and dead inside to care anymore.
Theory #2: he likes the abuse
At one point, Martha screams at George, "My arm has gotten tired whipping you" and that "YOU MARRIED ME FOR IT!!" (2.635, 639). Could this be true? Does George have some kind of desire for punishment? Maybe, he feels guilty about his parents' death and thinks he deserves the abuse.
Theory #3: George loves Martha
The fact that George and Martha created an imaginary son together, shows that there is some intimate connection between the two. George's love is also apparent at the end of play. He treats the defeated Martha with real compassion. Albee uses words like "softly," "tenderly," and "gently" to describe George's words and actions. As the lights fade on the weary couple, it seems more apparent than any other time in the play that underneath all the bitterness the two share a deep and true connection.