I’m still processing this one and don’t have much to add, but think this is worth reading on The Room, over at Accordingtohoyt:

The point is that his move is pretty d*mn depressing.  The main character is being cheated on by his fiance and best friend, has just been fired, and (no, trust me, it’s not a spoiler) ends up killing himself (I almost typed itself.  You’d have to see it to understand.)

BUT the thing is that through all the movie (and the book about it) you get this sense the whole thing is … aspirational.  That this pretty horrible situation is what Tommy wishes he had.