Misery is the title of King's novel, the name of Paul's most famous fictional character, and the emotional state in which both Paul and Annie exist. Early in Paul's captivity, Annie admits to Paul that she named her sow after "the brave and beautiful woman you made up," but she "meant no disrespect" (14). This is Annie's attempt to translate Paul's romantic heroine into something more approachable that is part of her world. At the same time, the name lends an air of fantasy to her humdrum daily existence.

Later during his captivity, Paul says "Misery ran through the last four...months of [my] life…Misery day in and Misery day out" (245). Paul refers here to the character, Misery, who has, in some ways, saved his life. Annie spares Paul so he can continue writing the Misery series. However, Paul could also be speaking about the excruciating physical and emotional misery he's faced since being taken prisoner by Annie. For her part, Annie seems to be a mentally unwell woman, swinging between elation and near-catatonic or violent depression. Tortured by her own mind, Annie divides the world into "brats, poor poor things…and Annie" and divvies up justice as she sees fit (197).