The film could have a shocking swerve ending where the world of the Simpsons is actually an alternate Earth that "real" humans discover at the very height of whatever comically ludicrous plot develops. The "real" person, who would be Matt Groening himself, would just wonder how in the hell such a place exists and why no one ages, people so stupid are somehow still living, etc. Treehouse of Horror VI(?) foreshadowed it...
I think they should never say where Springfield is though. I imagine it being in Texas, myself.