Ashes to Ashes is named for a David Bowie song whose lyrics closely match the plot of the show.
DI Alex Drake wakes up in the 1980s after studying Sam's apparent suicide. While there is some story about her trying to get home to her daughter (which she seems to conveniently forget about an awful lot), the series mainly focuses on her trying to figure out who and/or what Gene Hunt actually is; whether he is all in her head like he was Sam's or something else completely. After the series, what do we learn in the last episode? Everyone is dead and Gene hunt land is some sort of purgatory for its inhabitants to come to terms with their lives and subsequent deaths, or to put it another way, so that they can go on to the "afterlife" where they can rest peacefully, Ashes to Ashes, Dust to Dust... turns out the title is a bloody big spoiler.
Once you know that Ashes to Ashes is in fact about dead or dying people living in a Purgatory created by Gene Hunt, having Richard Hammond meet the cast in a 2008 Children in Need feature is mildly disturbing, considering that in September 2006 he was in a high-speed car crash, leaving him comatose. Fortunately, things seem to have turned out all right for him.
Horror might be overstating it, but Alex leaving Gene blue balled in the penultimate episode is worse than it seems when you realise that in all likelihood every woman he's had sex with in the Copper Purgatory is a figment of his imagination, although he didn't know it at the time. A connection like that is a rare thing given the small number of real people; Chris and Shaz were lucky.