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This is a "Wild Mass Guess" entry, where we pull out all the sanity stops on theorizing. The regular entry on this topic is elsewhere. Please see this programme note.
Kamikaze Kaitou Jeanne
Maron, Miyako, and Chiaki are in a Reaper's Game.
Maron is the obvious one. She committed suicide upon learning her parents are divorcing and leaving her behind. For this, she is given a second chance by the urging of her ancestor, Jeanne d'Arc, into saving the world and gets Fin, a Support Reaper, to support her.

Miyako has died in one of her investigations. For this, she must capture Jeanne to redeem herself without knowing it's her best friend. What else is that she has feelings for Chiaki, who is Sinbad, but he's secondary as in she may get him also or not. It would have appeared that unlike Maron and Chiaki, she gets a Red Skull pin; this is why she gets demonic possessions occasionally. Because she didn't appear in the last episode, it is assumed going outside the Castle of Ice is her last entry fee.

Chiaki died of being the selfish person that he is in the RG. This explains of how he could see Access, a Support Reaper, as shown in episode 42 when the normal people couldn't. His game is to support Maron without succumbing to his temptation of being a total pervert that he is. If he wins, he ends up with Maron together in the end.

As shown in episode 42, Fin is the Conductor, Game Master, and Composer all at once. In the RG, she acts as Maron's helper, who handpicked the contestants for the game. Because Maron turns Fin back to normal, she becomes the new Composer; her decision is to turn her city back to normal and get a happy ending.

The demons Jeanne fought are the dead anime and manga villains.

Maron's entire class knows she is Jeanne.
Which they're not supposed to talk about it since Miyako is after her.

The town everyone lives in is Silent Hill.
Come to think of it, the town really is haunted with monsters. To make it more simple, the demons that Jeanne sealed, they're not demons, but innocent people. She's just been placed in a delusion state of the town.

Miyako's discovery of Jeanne's true identity in the anime was a repressed memory.
Somehow, she discovered it early on when some classmates talk about how Jeanne resembles Maron. Since she tries to prove her best friend is not the titular character, the memory of the revelation has been repressed until in episode 42 that is.

Jeanne is a Terminator in a model like Cameron.
She acts strange in situations like she becomes bi-polar when finding out Chiaki is Sinbad. Why? Because she is a Terminator sent back through time to learn of the relationship between best friends.

Upon arriving in that timeline, the Terminator has found Maron, who wants a Mercy Kill for being the Broken Bird that she is. It then took over her life as she becomes friends with Miyako and Chiaki. Furthermore, it failed to understand the concept of hate, so it takes on the identity of Kaitou Jeanne to find the source of what makes humans acting strange, unaware the effect of Maron's friendship with Miyako. It's also smart in avoiding her traps when she tries to catch it.

She begins to fall in love with Chiaki, but when she found out that he is her rival, Kaitou Sinbad, her "heart" is broken that she begins to delete everything she learned about love, vowing to never find a love interest ever again. At that time, she gives up on her mission of finding love. Only by rekindling her relationship with Chiaki would give her the opportunity to complete her mission of finding love.

After gathering enough information, she heads out for the final battle. Upon confronting a possessed Miyako, she tries to use whatever she learned to get her to snap out of it. It failed, so she cries, ready to accept her fate. When Miyako is freed and states of not having faith, the Terminator uses one of the information she learned to comfort her, completing her mission.

The series takes place in the same universe as Time Stranger Kyoko.

Kamikaze Kaitou Jeanne takes place in the same universe as Monster.
The town that Maron lives is similar to that setting. What else is that whenever she encounters someone with Demonic Possession, it's the representation of dealing with monsters. It's as if they're saying that the monster inside them is growing stronger. Miyako will act the same way as Inspector Runge to the fact that her obsession towards Jeanne has almost ruined her life, not to mention her friendship with Maron.

Maron is a target for Death.
Even being the Broken Bird that she is, she still lives on. Death has sent the demons to throw a death for her; the reason why he can't deal with her himself because of her power would try to obliterate him.

The entire series is All Just a Dream for Maron.
Upon learning her parents are divorcing and leaving her all alone, Maron has placed herself in a coma-like state to deal with this problem. Therefore, all the characters appeared to be aspects of herself.

The entire series is a Dying Dream for Maron.
An alternative. Maron has committed suicide in her apartment upon learning that she's left behind. To those she's been friends with are parts of her subconscious. Chiaki Nagoya is the urge of trying to find a better life of living alone. This is the life Maron would have if she didn't live with her parents. Miyako Toudaiji represents of what Maron's life could have been if she didn't become a thief. They could have worked together in this. Fin Fish is the manifestation of herself, as in everything about her that is supposed to find happiness in her life. In her brainwashed state, she is the manifestation of who Maron, by this point, realizes of what she sees in herself: a dishonest person whose only concern is furthering her agenda. Eventually, her nature will have someone (Miyako) kill her for all this. The part where Jeanne prepares to accept death is a sign of her finally accepting herself of being both a liar and an awful best friend for Miyako.

Miyako is an ancestor of Light Yagami.
Most of her life, Miyako appears to be an Amateur Sleuth who wants to make the world a better place. However, the thing is she's distant to almost everyone except Maron. She secretly despises of what the world has become: rotten. Her world is already perfect, if it wasn't for the demons that Jeanne fought against keeps on ruining it. The most likely evidence of this is when she is possessed by Fin into killing Jeanne in episode 43. Somehow, despite of defeating her possession, there is still remnants of it to infect the Yagami bloodline. This is why Light has become the Villain Protagonist that he is. He has somehow manages to control the urges of Miyako's possession until he found the Death Note, giving into to these urges.

Kaitou Jeanne is a Puella Magi.
In Puella Magi Madoka Magica, we see that Jeanne d'Arc was a Puella Magi. Eve could have been the first Puella Magi, and her wish was to "live forever" or something similar. To make this wish come true, she would have to be reborn after she eventually becomes a witch and/or is killed. Eves' reincarnations would have to be recruited in all their different lives, Marron being the current reincarnation and Fin being the Incubator that recruited her.

Miyako has the powers of Haruhi Suzumiya.
Like Haruhi, Miyako is not aware of her powers. She unknowingly created the angels, demons, and turned Maron and Chiaki into thieves. It looks like she's got one hell of a mess to fix.

Miyako Toudaiji is working for the Illuminati!
Considered of how Kaitou Jeanne is not a normal thief, it wouldn't be possible for the Illuminati take an interest in her. They needed someone who can easily be persuaded into getting Jeanne to them for the studies. This is how Miyako gets a chance to work for them. She is ordered to keep an eye on her best friend, Maron, to find some information about Jeanne as she is suspected that they look similar. Because of the wire, the Illuminati found out Maron is Jeanne and made Miyako get manipulated by Fin into killing Jeanne as part of a gambit to get her to pin Fin down. The plan eventually did work. At the end, when she is freed, they ordered Miyako to let Jeanne go so that she can get all the demons in one go.

The anime series is a story told by Maron by her own way.

Maron has dissociative identity disorder.
Maybe Miyako is closer to the truth than we thought. Especially Fin use this fact on her to get her to kill Jeanne.
  • Alternatively, Maron created a personality to cope with her parents abandoning her: Jeanne. All she wanted is have a good life without her parents, but the alternate personality won't allow that. It got so bad when she becomes a thief just to screw with Maron's life.

The anime series is either a dream of Maron's or a nightmare of Miyako's (or both, possibly a shared dream) while the two of them are camping.
The story has certain wish-fulfillment aspects for Maron but with limitations (being able to transform without her item, be with Chiaki, and finally getting a letter from her parents) while also playing on some unconscious fears of Miyako's (completely unaware Maron is Jeanne, victim of Fin's possession, and attempting to murder Jeanne).

The final episode of the anime wasn't the end of the series.
The fanfics would be to tie up the loose ends.

Miyako, not Fin, was secretly the main antagonist all along.
Miyako's angelic friend (Fin Fish) tells her a story about the legend of Jeanne d'Arc and her connection to Kaitou Jeanne, the thief that she tries to apprehend. Upon hearing the whole story, Miyako becomes fascinated with her and challenges her in a game of cat and mouse in a plot to uncover her true identity. How does she get out of her messes such as being trapped in an elevator of a construction site in episode 35 could be Finn releasing her. That's one thing Jeanne didn't know about: Fin has been helping Miyako for her plot.

The finale in the Castle of Ice was actually meant to be Miyako's greatest attempt to get Jeanne, not Finn's. The reason why she acted like catching Jeanne, even if she gets cases of possession from demons, was just a case of Obfuscating Stupidity to draw away attention from herself and onto Maron. It would appeared that she knew Fin in her brainwashed state from the very beginning and have ordered her to reveal herself to Maron to stop her from hindering her final plan to finally uncover Jeanne's true identity. Ending up there was her plan all along. Once she found out who she is, the plan works.

Suspecting that Maron has something to do with all this, Miyako has secretly ordered a demon into attacking her from behind. By transforming at that moment, she finally found out Maron is Jeanne all this time, and her plan is fulfilled. Next, Fin has kidnapped and possessed her into killing Jeanne (secretly acting on her orders); while this is happening, Miyako acted like she didn't know her in order to prevent Jeanne from discovering they've been conspiring together. Because Jeanne was unable to snap her out of this, Noin, whose mission is to protect Jeanne, snap her out of it instead and the reason Fin did not do anything about it is because she found out Miyako has planned on using him as backup. Miyako has her Heel Realization moment of going too far in her plot to kill Jeanne now that she found it's her best friend all along. Now that her friend's final wish has been granted, Fin sees nothing left to live in that state so she tries to provoke Jeanne to turn her back to normal.

Maron has become suicidal near the end.
After all the nights of being Jeanne, Maron couldn't handle the revelation that she was being manipulated all along. So she cracked and lost the will to live. Unwillingly to simply stop transforming, she decides to commit suicide by proxy by using the only one in the world she respects: Miyako Toudaiji. Her fight with her in the Castle of Ice is the perfect attempt to die, but Chiaki keeps on foiling that attempt. With Chiaki weakened and still unable to snap Miyako out of this, Maron attempts to use this opportunity to die, but Noin has foiled the attempt. So she continues on to Castle of Ice as an attempt to find another way to die. She has almost found a way to die when Fin is turning her back to normal by breaking her down. It failed because Chiaki has encouraged her, especially with the memory of Miyako saying that she'll be waiting for her. Thanks to that, Maron is no longer suicidal.

If this series would have English dub...

After being possessed by Finn, Miyako can now see the supernatural beings.
The most likely evidence of this is when she could see and hear Noin as a spirit ball.

Fin Fish was aware of the reader/watcher and is misleading them.
The truth is, she's been lying to Maron this whole time and is been working for the Devil all this time. However, she knows that the reader/watcher is there to see of her plans. This is why she manages to mess up the manga and anime to stop the reader/watch from finding out her dark secrets until near the end.

Maron is Fin's daughter.
Fin impregnated Maron's father; that makes Maron half-human, half-angel. Fin gave the transformation item just to make her follow in her mother's footsteps.

Kamikaze Kaitou Jeanne shares the same universe as Death Note.

Maron/Jeanne IS the villain.
Isn't it strange that everyone she meets ended up getting possessed by a demon? Isn't it odd that the demons have an attraction to her? My theory goes like this:

Her ancestor, Jeanne d'Arc, has this kind of setting with the people she knew in her life. All that she did was entirely for her uses. Therefore, the demons that she fought are really under her control to order and to dispose of. Eventually, she had enough of her life so she arranged the demons to execute her. It would appeared that once Maron Kusakabe is born, it's all part of her plot again to reign terror.

Once Maron becomes Jeanne, she follows the same pattern as her ancestor would do. She orchestrated the possession of everyone she came into contact and plans on screwing Miyako with all that she did.

Maron's parents are Dead All Along.
Killed by the demons that we're sent to get her. They refused to go to Heaven so that they could raise Maron all her life until she's a teenager. When they divorce, it is the perfect cover for them to finally go to Heaven to watch her even more.
Kamen no Maid GuyWMG/Anime and MangaKamisama Dolls

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