Truman's last attempted escape, over water—his biggest, engineered phobia—with a storm deliberately blown up and that logically he wouldn't have been very good at sailing, coupled with the fact the director was ready to kill him to stop him from leaving, the entire audience are sitting as they were cheering on Truman, Truman still survives. Then after the exchange with the director he turns to the camera, says his catchphrase before bowing and leaving the set.
The prelude to Truman's last attempted escape: he builds a dummy of himself, digs an escape tunnel from the basement to the yard, and makes it down to the harbor. Both without being seen by anyone in town and without being seen on any cameras, including the one in the basement that was watching him.
After the incidents that give him full knowledge that things are fake, Truman decides to give the audience one more show and goes along with his usual routine. No one, not the cast or the filming staff, realizes he's onto their secret and just playing them. Ironically and literally "acting" in a live reality show and fooling them all.
Here's a small but pivotal moment. Truman accidentally hears instructions being fed to people around him over a radio frequency he's never heard before. Disturbed, he then spends the next ten minutes going out of his way to break the usual morning routine in various different ways, ranging from subtle to wildly idiosyncratic. It pays off when, at one point, he walks into a green room. It's the first section of the movie where he really starts to question his surroundings, and it's just so cool.
Three words: "Cue the Sun". This moments after turning the moon into a spotlight to hunt Truman down.