At the end of the film, Walter proposes to Hildy (by telling Duffy on the phone that the two of them are going to get married) and then they agree to have a honeymoon in Niagara Falls.
…until Duffy tells them there's a strike in Albany and they end up agreeing to a working honeymoon in Albany. Albany, of course, is the very city Hildy has been trying to get to throughout the film with her fiancée, Bruce.
Hildy sounds briefly elated to think that they'll honeymoon in Niagara Falls, but then defeated, shoulders slumped, when she says, barely audibly, "Okay, we'll honeymoon in Albany." The last scene ends up, not in a happily ever after rapture, as in many romantic comedies. Instead, Hildy seems completely defeated.
That defeat is underlined by the fact that she's going where she wanted to for the entire movie. Walter's kept her from going to Albany. Now, when she no longer wants to go to Albany, they're heading there because Walter says so.
The last line of the (very line-ful) movie is when Walter asks Hildy,
WALTER: Say, why don't you carry that in your hand?
He's suggesting she rearrange the suitcase she's carrying in her arms—but he doesn't offer to carry it for her, as Bruce surely would have.
Hildy's back to being a career woman and his star reporter… but as she hurries after him with her case, she seems more like a servant. She may be his wife, and she may be a reporter, but she's also just his girl Friday. (Check out What's Up With the Title? for more.)