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All the wild things were once children who ran away.
Had Max stayed with them, he too would have become a wild thing, probably a wolfish looking one.

The Wild Things are how Max views himself and the people around him.
Each one of the Things is either part of his personality, or someone else in his life as represented in his little mind.
  • Carol: The most impulsive and immature Thing represents Max at his core, being an optimistic yet troubled child with a temper.
  • K.W. is his mother and sister rolled into one. Her loving compassion towards Max is his mother, and her loner attitude and not wanting to be around the other Things is his sister. She represents the older female presence, but through the differing approaches and may represent support in Max's life.
  • Douglas: Douglas is Max's morality. Douglas is always there to calm Carol when he starts to act up, but it doesn't always succeed. A classic conflict between the id and the superego.
  • Judith: Judith is the first half of Max's temper. She is the anger, passion, energy, and drive inside of Max. Though she can be aggressive and demanding, she is also fun loving and willing to do things.
  • Ira: Ira is the Blue Oni to Judith's Red Oni. He is the second half of Max's temper. He is calm, passive, nonchalant, and indifferent. Though he is calm and collected, he's also a push over and very passive. He is the recessive half of Max's temper.
  • Alexander: Alexander embodies Max's insecurity and feelings toward adults in general. Alex, like Max, is constantly being ignored, belittled, and looked over by the others.
    • Alternately, Alexander could also further represent Max's feelings of being neglected and even apathy given the reaction to Carol harming Alexander, which could represent how Max is currently unaware or not understanding how his base desires cause him to get hurt.
    • More inclined to think he represents the child's logic and reasoning. He acts immature sometimes because he's still developing, that's why he's the smallest monster, he can only grow if Max does as person. Even then he knew Max was never a king, just a regular human straightaway, but said nothing and keeps it a secret as it would only upset Carol.
  • Bernard (the bull): Bernard is the suppressed sadness Max feels constantly. This is more than likely due to his father being no longer around, and his mother and sister being too busy for him anymore. Him not being involved yet always there represents Max not acknowledging his sadness.

Max's mom works for Pixar
We hear her talking on the phone in one scene to a Mr. Lasseter. Perhaps she's taking a break from work?

Max had been kidnapped by a group of pedophiles
The Wild Things are just his image of them. They are a group of immature men and women who have nefarious plans, but they never got past the stage of giving Max everything he wants before Max escapes. If he would have stayed, he would have ended up "eaten" just like the other kids before him.

Max is a young John Cleaver
In the beginning, Max is displaying characteristics of burgeoning, neglect-defined ASPD such as impulsivity, acting out and violence as a way to get attention, and cruelty to animals. Like John, he acts this way because of family problems that aren't fully explained-it's only implied that his dad is thoroughly out of the picture. He hates people "looking at [him] like [he's] a bad person" and strives to be kind and brave, but often fails and ends up hurting himself or others.

While Max seems in a better headspace at the end, it often takes more than once to learn a lesson, leading to his mother taking him to a therapist and him getting diagnosed with conduct disorder.

Besides the uncanny physical resemblance, this also explains why John is so quick to accept that Crowley isn't human-he's seen fantastic Things before, so actual monsters aren't a stretch.

The Wild Things are Max's way of coping with his parents' divorce.
Specifically, Carol, a male Wild Thing who's immature and selfish but speaks with the voice of an adult man, is Max's dad and KW, a female who speaks with the voice of a mature and motherly adult woman, is Max's mom. Notably, Carol is incredibly resentful of KW for meeting new friends, the same way Max's mom seems to be interested in another man. And at one point near the end, Carol becomes incredibly angry and Max, and he lashes out violently, the way a father with too big a temper would lash out at a son who disappointed him. A bit later, Carol calms down a bit and manages to have a tense-but-meaningful conversation with KW, asking very soberly, "Am I as bad as he says I am?" or in other words, "Am I really a bad dad?" KW says just enough to placate him, and when he leaves, Max (who is literally inside her belly at this point — talk about your Freudian imagery) reminds her that Carol "really does love [her]," which only leads her to muse that "it's hard being a family sometimes." The language and the imagery are really overwhelming.
Max didn't get out of K.W.'s Stomach.
She kept him in there and the rest of the movie was his dying hallucination.

Carol's attempts at eating Max as well as the notes of other kids being eaten is an allegory for succumbing to one's hostile emotions
  • Carol is the closest to Max in terms of personality, representing him as he is and Max nearly being eaten by Carol could represent how Max's selfishness is beginning to consume him, despite not wanting to hurt anyone. Max leaving is trying to come to terms to the fact to take other peoples' feelings.
  • Which makes Carol's words on other kings being eaten allegorical. As in other children who have succumbed to their negative emotions and becoming adults who may not have been able to deal with the world properly.

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