Ok, so I watched Perfect Blue again, and this time I found that the way the movie is formatted and edited gave me a new interpretation of it. Now, this is going to appear very out there, but bear with me and look at the examples.
In Perfect Blue, Mima gets a job as an actress, and leaves her 3 person pop-idol group, CHAM. As soon as she does, she looks like she's more relaxed, but she quickly doubts her new career path and starts to see an idolized version of herself--a Mima who is always dressed in her pink dress from her last singing performance (symbolizing how she always wants to be remembered, or remember herself?).
It is at this point that the hallucination she experiences is also experienced by another: Me-Mania. Me-Mania and Mima both see the exact same illusion. In the scene where Mima chases her hallucination, the hallucination goes to CHAM's 2 person concert through the door before Mimi. Mimi wants to be there, and the illusion leaves Mimi and then is immeidately seen by Me-Mania at the concert; both Mimi and Me-Mania share a psychic connection, or these are the only two people the illusion allows o see her.
Me-Mania listens to the illusion and thinks that the Mima who is acting and posing nude is not the real being because that is what he wants to believe; the illusions can only be seen by those who feel the same way Mima does. Believing that the Mima who is acting is actually the illusion, Me-Mania sends a letter bomb, runs over the punk who started the fight at Mima's last concert, & kills the TV show screenwriter (though this might be Rumi because the method was a screwdriver). The Producer who is killed, however, is not killed by him, as the movie shows it as being Mima herself (and Me-Mani does not believe himself to be Mima, so it cannot be him), so it is either Mima or Rumi.
someone killed the producer of the show dressed as a Pizza Delivery Man. When Mimi goes into her closet, she finds the bag of bloody clothes. It is the same bag she bought earlier (however, she doesn't remember buying it, only that a picture of her was taken buying it on the website - Mima's Room). This is the point where Mima herself gives into the illusions doubts, as she kills the producer. In every single instance of illusions in Perfect Blue, the bloody clothes are the only item that DO NOT revert back to normal. This indicates that
A)Mima did actually kill the Producer out of anger at what the movie/tv industry was doing to her (giving her a rape scene and having her pose nude). Mima suppresses this memory and the act of buying the clothes she was going to wear for the sole purpose of the murder and then surpressed the memory. We know she actually bought the clothes because there is a picture of her doing it on the website. She still doesn't want to believe she has lost her pop idol image and continues to deny it.
B) Mima's illusions possessed her but was not able to hold onto her for long, which is why it then possessed Rumi.
C) Rumi has access to Mima's room, and stole her clothes, committed murder in them, then left the evidence at her friend's place to drive her insane [both her attack at the end and Pizza boy murder are with the screwdriver].
Whichever of the 3, somehow, the illusion either contacts and/or posses Mima's friend (Rumi). Now, this is the unusal theory. You see, Rumi feels the same way about Mimi's career that Mima herself and Me-Mania do, and as a result, she is also able to see this illusion, or be susepticle to it's possesion. The illusion of Mima wants to kill her, but then how would the illusion live? It posseses Rumi's body. In the final scene, the illusion never returns; it has now been fully realized and posses Rumi, who now believes herself to be the real Mima. However, now that the illusion is in a physical form, it also has the same weaknesses as a human. It can only chase Mimi as a human, and ends up getting hurt and arrested. Now, the illusion has possesed Rumi, but the ilusion can have no life as Mima because she does not look like Mima anymore. However, the illusion is now stuck in Remi's body, so it never contacts Mima again.
Someone, all 3 people (Mima, Rumi, & Me-Mania) see the exact same illusion [we never see Rumi see it on the film) or figment that is the emotional manifestation of Mima's sorrow and dreams, and the more Mima refuses to believe it, the more power it gains, able to influence and talk to others, eventually gaining sentience and getting Me-Mania to kill for her, and possessing Rumi to become the Mima of the past..