I know this may be going out on a limb here but since no one ever so the shot fire it's possible Ana didn't has it would be stupid to throw the actual killer out there in the last minutes of the show. Does anyone else remember that Sayid put his gun down in the tent when walt appeared and never picked it up, then when shannon ran after him all we heard was the shot...Possible Walt shot her??????

There's a bunch of threads in the episode board & general theories. You might want to check those out.