I must stress that there is a chance there could be a third season of Flight of the Conchords. After all, HBO hyped it as the season finale, and nothing is ever a sure deal, but the way this episode ended and the fact that both Jemaine and Bret said this would probably be the last year makes me think one of TV's freshest shows to come along in some time is over.
As much as I like the show, doing an episode about a play is not too believable, and when you take into account that it's another plot they probably came up with from watching another series (It's Always Sunny In Philadelphia just did a musical in their season finale) it increases my negative bias even more.
But how can you not laugh at Dave dressed up as The Statue of Liberty? Murray was hilarious as well throughout, but this was a pretty average way to go out on.