The sniper is Jack Bauer's Twin Brother.
He is played by Kiefer Sutherland, he has made steps to make sure that he wasn't caught even near the end, and to top it off his little stunt was his own version of Jack's Interrogation. The sniper is an Alternate Universe Jigsaw.
He is obsessed with making people face the truth in themselves, and did mention he'd done this to others at one point in the movie. The Caller and Stu will meet again
Sometime in the future when Stu really has become a good person, the Caller will test him somehow to find out how reformed he is.- Or it could be a case of Go-Karting with Bowser.
The Caller was wiped out financially by the banker.
When he describes the paedophile child pornographer, he's very calm and collected, but when he describes the banker who financially devastated countless investors, he becomes very angry with no explanation. It's odd he would react this way if he wasn't personally impacted. The caller was hired by someone
The real mystery is who hired him. Pam, Kelly, or someone completely different? The caller implied he does this professionally. The Caller will fight Mr. Brooks
The sequel will end on a Sequel Hook where Mr. Brooks receives a phone call from The Caller, leading to an epic showdown. Because it would be a shame to forget about such an interesting character. The Pizza Delivery Guy was guilty of something.
It seems odd that a man like The Caller would deviate from his usual M.O. of 'punishing the guilty' by murdering a completely innocent man. The Caller targeting Stu is sign of him escalating his crimes.
Compared to the crimes committed by the two previous victims of The Caller, Stu's actions seem relatively harmless. This is due to The Caller developing an addiction to terrorizing people and he is loosening his definition of 'guilty' so that he can target a wider range of people. This eventually escalates in the movie to him killing an innocent man: The Pizza Delivery Guy. The Caller is in it For the Evulz.
He's so sadistic and callous about screwing with other people's lives that his claim to be punishing sinners doesn't ring true. Deep down, he doesn't care about what his targets did, he just likes tormenting and killing people. The Caller is the pizza delivery guy.
Stu only sees The Caller in a druggy haze. He strolls away, through the middle of a crime scene, without anybody acknowledging his existence. Because he's not really there. The Caller had an abusive and moralistic childhood.
The filmmakers probably weren't thinking so deeply, but—The Caller's upbringing was abusive and moralistic. This caused his combination of callousness and sadism, with being motivated to force people to behave better—though that's mostly a rationalization for his cruelty.This goes with the "The Caller is in it For the Evulz" post.