Lord Caldlow survived.Or at least another Angier did. The two tricks that had much focus in the film, apart from the transporting man, were the catch-the-bullet trick and escaping from a tank of water. Considering that earlier in the film, Angier said "every night, I stood in that box, wondering if I would be the one on the stage, or under it", might it be possible that perhaps one night, even offstage or before the occurrences, he simply got... careless
Explanation of how this could work: Angier has the key on him when he's duplicated. The original thinks of it when he's in the box and gets out, then the blind stagehands move out the only slightly less heavy box. The prestige doesn't bother checking, either because it makes him feel guilty or he's so desensitized after twenty or so nights that he gets bored and doesn't bother checking, and intentionally (at least from his subconscious) brushes off thinking too much about the key.
Owens (Lord Caldlow's manservant) is Angier.Look at how Owens looks. Look at how Angier looks. Now think back to the first replication scene where both Angiers go for the gun. Let's say that the original got the gun and got older, or even just used stage makeup. Angier might have anticipated Fallon's response to his twin's imprisonment and used an older looking clone to act as a failsafe in the event of any retaliation by Fallon.
Nicola Tesla is a Technocrat and a Magnificent BastardHe planned the entire thing out to get rid of two pesky reality deviants.
Both the movie and novel take place in Assassin's Creed.Tesla made the cloning machine based on what he learned from the POE he had for a while.
Borden or Fallon is a clone of the otherWhat if Borden wasn't lying when he told Angier that the secret was in Tesla? It's possible that Borden had gone to Tesla to get his help, but when he realized that Tesla's machine made a copy of himself, he understood that he didn't need to transport himself, he had the perfect doppelgänger, and could do a brilliant magic trick anyways.
Borden's wife knew about the twinSarah told Olivia she needed to share something about Borden before killing herself, but Olivia never met with her to learn what it was. Sarah had deduced she was living with two men (which wouldn't be too hard, if she paid attention to small clues), and she wanted to let Olivia in on the secret before it tore her apart, too. Sarah hung herself not because her marraige had fallen apart, or because her husband had a mistress, but because she realized the man she loved had been playing an extremely cruel trick on her, with no end in sight.
All of the futuristic tech in Christopher Nolan's movies is derived from Tesla's inventionsAll of Nolan's films take place in a shared universe where Nikola Tesla's wilder inventions, which the public never found out about in our world, actually took off and became commonplace, pushing human technology about half a century forward. Memory foam-based glider wings? Tesla gave us that. Cell phone-based sonar capable of scanning an entire city? Tesla again. Hovercrafts? Tesla. Dream-sharing technology? Oh, yeah. Tesla's fingerprints are all over that. This is why all of Nolan's movies take place in a version of the 21st century that seems identical to our world, except for a handful of technological advances (just like The Prestige's Victorian England is identical to ours, but with cloning devices). Presumably, stage magic was also far more popular in this world than in ours, which is why people don't find the idea of a crime-fighting vigilante in a bat costume that strange.