Walton hears strange noises coming from the room with Victor's body. He finds the monster crying over the body.
Of course, the first thing Walton notices is how ugly the monster is. Still, he's pretty nice. (Walton, that is.)
The monster concludes that now that his maker is dead, he has no more purpose in life, such as killing Victor's friends or leaving Victor puzzling clues or stalking Victor from afar.
Now that he has nothing left, the monster decides to build a funeral pyre for himself on a mountaintop and die, which sounds awfully dramatic if you ask us.
He leaves the ship and disappears into the dark—conveniently leaving open the question of whether or not he actually does die. And hey! It only took 100+ years to come out with Frankenstein II: The Bride of Frankenstein.