Nancy didn't escape Freddy in the first movie, because it wasn't her nightmare.
- In Nightmare on Elm Street 3, she explained her mother died in her sleep. While all the Nightmares prior to the end were hers, the last one was Nancy's mother's dream during an alcohol induced sleep. It was then and there that Freddy killed Nancy's mother.
Marge Thompson had a better idea of what was happening than she lets on. This is long and complicated.
- There are a few things about Marge that are a little odd, and might suggest that she knew that Freddy was more than just a dream.
- "How long has this been going on?" "Since the murders". Murders, plural. At that point two people had died, Tina...and Rod who Nancy knows didn't kill himself, but Marge should not. Unless she suspects the truth and made a Freudian Slip.
- Marge's alcoholism. Alcohol can prevent REM sleep, and thus dreams. Her drinking ramps up as the movie goes on, too. Possibly just due to the stress of her daughter's increasing loopiness, but could she have had nightmares too, and was self-medicating?
- She already had "Stay-Awake" pills in the medicine cabinet for Nancy to pilfer. Again, evidence that she herself has had Freddy dreams?
- Why does she have the glove? Why would you keep a souvenir of a child murderer you helped lynch?
- Nancy's final conversation with Marge could be interpreted as Marge admitting Freddy is real.Marge Thompson: I was just trying to protect you. I didn't see how much you needed to know. You face things. That's your nature. That's your gift. But sometimes you have to turn away, too.
- "I've always had a thing for the bitches who live in this house", says Freddy to Lori in FVJ. Obviously that applies to Nancy, but who else? And while Freddy's MO is usually kids, he also targeted Lori's mother for some reason. Maybe he went after Nancy's too.
- Come to think of it, there is something about that house. In Nightmare 2, it's been five years since the first movie, and Freddy's been quiet all that time. He becomes active again when someone finally buys 1428 Elm Street. Freddy's Dead hints that Freddy himself might once of lived there (in which case his wife, who he murdered, would be another "bitch who lives in this house").
- Theory: Marge Thompson had some inkling that Freddy Krueger's spirit was still around, and had dreams about him. She thought she was experiencing a simple haunting of sorts, due to living in his old house (which may be the only place he can affect people when no one knows about/fears him). She told no one about these dreams, took caffeine pills to stay awake, and eventually started drinking to avoid dreams. She stole Freddy's glove (from evidence lockup? Her husband was a cop, she might have swiped his keys) at some point and hid it, perhaps convincing herself that taking it kept it from Freddy, thus protecting her and her family.
- She was accidentally sort-of right: because Marge had convinced herself she was safe, she didn't fear Freddy as much, and may have no longer needed the pills and booze so often (though they were likely already a habit by that point). And because she told no one else about the dreams, the fear that Freddy needs never spread. It took years of subtly affecting the dreams of Marge and Nancy (Donald had moved out at some point) before Freddy had enough power to start the events of the first movie. He couldn't even have done that if he didn't always have some degree of power in that house.
- But when Tina and Rod die, and Nancy is having dreams about Freddy, Marge panics. She doesn't really understand how Freddy operates, but she knows he's getting stronger. She starts hitting the bottle hard again. She tries first to convince Nancy that Freddy's not real, and then that he's unable to hurt her by showing her the knives. Ironically, if Nancy had believed her, it might have been true. Even the bars on the window - she says it's for security "not from what, from whom". She thinks the problem is the house, and that she's keeping Freddy in.
- In the climax, Freddy seems to "win", but also loses. Nancy pulls him out of the dream, beats the shit out of him, the police are on their way, and he's screwed. Luckily there's one person in the house whose dreams he can escape back into: Marge. Yeah, I know, the booze. Well, nothing's guaranteed, she might have been dreaming anyway. The final scene is actually Marge's dream, which is why Nancy's fine in part 3 and just says that her mother died in her sleep; she never saw that dream. But by killing her, Freddy's kind of screwed. Nancy doesn't fear him anymore, Donald doesn't believe in him, and everyone else who knows about him is dead. It takes five years for someone else to move into the house so he can start affecting them, and then he goes on a very public rampage to rebuild his reputation, allowing him to go back to dreamstalking in Nightmare 3.
- Although she never really understood what Freddy was and how he worked, Marge Thompson inadvertently inspired Springwood's anti-Freddy defense once they figured out what was going on and took an objective look at the incidents over the years. By avoiding dreaming, convincing herself he's not a threat, and telling no one else about him, Marge unknowingly kept Freddy contained for years. Why else would the head doctor of Westin Hills choose to live in that house, of all places? He knows that if Freddy's going to become active again, it's going to start there. Shame he couldn't foresee the involvement of Jason Voorhees.
- Conclusion: Marge is the Hero of Another Story.
