O. Henry uses the metaphor of a final journey to discuss death in "The Last Leaf." After Johnsy is told by the doctor that she has pneumonia, she begins preparing for her own death by cutting ties with Sue. The narrator muses:
The lonesomest thing in all the world is a soul when it is making ready to go on its mysterious, far journey.
Here, death is portrayed with finality and a sense of wonder: it is a journey to an unknown destination, one which, once completed, can never be reversed. The journey takes each person beyond anything in the realm of their previous knowledge (it is a “far” and “mysterious” trip).
This characterization of death is significant, because there is not much in the way of mystery in this story. The Last Leaf is written in a more or less realistic style, without any significant supernatural or spiritual elements. Death is presented as the singular exception to the naturalistic world O. Henry has built. Death is, of course, a natural part of life, and even commonplace in the world of "The Last Leaf," in which a pneumonia outbreak ravages the city. But death's frequency does nothing to diminish its obscurity: though death is close to each one of these characters, none of them parse out what might actually happen to them should pneumonia take them away after all.
This metaphor stands out as one of the more Romantic elements in an otherwise naturalistic story. The concept of death as a mysterious journey, rather than a biological function, feels more in line with a Romantic sensibility than a naturalistic one, and adds to the ambiguity of theme and genre already present in the piece.