The ending kind of creeps up on you...in much the same way that Arnold gradually and insistently convinces Connie to join him in his car.
"Where Are You Going, Where Have You Been,"starts off in a psychologically realistic mode as it registers every nuance in Connie's sensibility. But as Connie realizes how much danger she's in, the story sort of shifts gears. The language moves from realism to an almost surreal or supernatural register. Connie is described as feeling possessed – her heart is a "pounding, living thing inside this body that wasn't really hers either" (155) – and having an out-of-body experience – "[s]he watched herself push the door slowly open as if she were back safe somewhere in the other doorway" (160). This sounds more like a science fiction or horror film than the everyday world. When Arnold calls her his "blue-eyed girl," when her eyes are really brown, Connie's transformation into something else (a ghost? zombie? heroine?) seems complete.
So the story does prepare us for an ending that's a bit fantastic or surreal. When Connie steps out to join Arnold, she no longer sees the driveway or her neighborhood, but just "vast sunlit reaches of the land behind him and on all sides of him." We never learn what happens.
Does Arnold keep his word and do all the things to Connie that he says he will? Does Connie live or die? Does she ever return home? How we interpret those "sunlit reaches" depends on how we interpret Connie's actions. Is she making a noble act of self-sacrifice, joining Arnold so he won't harm her family? (Are those "vast sunlit reaches" a positive glimmer in an otherwise horrible situation?) Or has she fallen apart and submitted totally to Arnold's will? (Are the "sunlit reaches" something more sinister, like a nuclear holocaust?) What do you think?
Rather than answering the questions embedded in the story's title, the ending only seems to open up more questions.