Martha was never being followed.The last time Martha was followed by a cult member was at the very beginning, when Watts finds her in the restaurant and tries to get her to come back. When she stands her ground and refuses, he leaves. After that, Watts went back to the farm and told everyone that "Marcy May" decided to move on, which they accepted. For the rest of the film, Martha believes that she's still being followed, and that anything that happens, be it a suspicious bartender or thumping on the roof, is just a random incident that she links to the cult because of her paranoia. At the very end, when Martha, Lucy and Ted are being "followed" by someone who looks like a cult member, it's actually not a cult member at all. But Martha thinks he is, and will go on thinking he is until she gets the help she needs at the mental hospital.
WMG / Martha Marcy May Marlene