At the end of the movie we see Sheriff Ed Tom enter the hotel room where Llewelyn Moss was killed. He sees that the lock was "punched" out similar to the lock on Llewelyn's trailer. So, we can assume that Chigurh had entered the room at some point (there is further evidence by the opened vent). But what evidence is there that Chigurh is in the room at the moment that Ed Tom enters the room?
He's in the room next door.
If you watch the scene again, Tommy Lee Jones notices the lock is destroyed and then proceeds to clear the room. The scene then cuts to Chigurh in another room of the motel listening to the sheriff and watching his movements as shadows through the destroyed lock of the door leading to the adjoining room.
Reviewing the scene it seems provable that Chigurh was simply hiding behind the door of the motel room and he snuck out when Ed Tom entered the bathroom. Here is the sequence of events, including only the important bits.
- When we see Chigurh inside, waiting, he is pressed flat against a wall, facing perpendicular to the yellow beam of light.
- The yellow circle of light from the blown out lock is roughly 3 feet in front of him. This matches the wall space required to conceal him plus the width of the motel room door.
- The closeup of the blown out lock makes it abundantly clear that the yellow beam of light is coming through the lock.
- Ed Tom enters the room, opening the door hard enough that it hits the wall, but it doesn't bounce back open at all.
- Of particular importance - the door is completely dark at this point; it is not lit by the exterior lights.
- Ed Tom then carefully steps over the puddle of blood and goes into the bathroom for at least 13 seconds, perhaps longer. (Total speculation, but perhaps this desire to keep his boots clean was the reason Chigurh didn't simply shoot Ed Tom?)
- When Ed Tom returns to sit on the bed, the shot is from a different angle, so it's difficult to judge the position of the door relative to the furniture, however, we now see that the door is fully lit by exterior lighting. It's now in a substantially more open position.
I think that Chigurh was not in the room, but it was the imagination of Sheriff Bell.
There are three pieces of evidence for this: 1) In the preceding scene, Sheriff Bell says of Chigurh, "Sometimes I think he's pretty much of a ghost." 2) When Bell is about to go into the room, we see Chigurh hiding in the dark, while Bell hesitates to open the door (fearing that Chigurh is in there). But when Bell finally opens the door, Chigurh is not there... 3) When Bell checks the bathroom, the window is locked from the inside--so Chigurh could not have escaped that way while Bell hesitated to open the door.
Putting those three pieces of evidence together, it seems that when we see Chigurh in the shadows, we are actually seeing Bell's imagination of Chigurh, "the ghost" or Boogey Man.
An alternative explanation is that Chigurh hid in the closet and snuck out the moment that Bell went into the bathroom. However, that would be inconsistent with what we know of Chigurh. He is not afraid of the police, or anyone. And he loves to kill people when he has the chance. We already saw him kill a policeman from behind by strangling him. So, if Chigurh had managed to hide in the closet, he would likely have killed Bell as soon as he had the chance. At a minimum, we would have seen him leaving, or at least seen a clue to his having snuck out (e.g., the front door closing, or a shadow as he passed out of the door).
Another possible explanation is that Chigurh was next door. But why would he be there? We know that he already got the money, because a the end of this scene, we see that the ventilation grating has been removed (which is where Moss previously hid the money in the other hotel room), and we see that the screws are on the floor, with a dime used to unscrew them (which Chigurh previously used to remove the ventilation grating in the other hotel room). So, this indicates that Chigurh got the money. Therefore, there is no reason for him to hang out in the room next door. He already got what he came for and left.
Finally, the explanation of Mistah Mix about Chigurh being shown in the other room after Sheriff Bell cleared the room is based on a false recall of the order of the events in the video clip that Mistah Mix linked to:
The relevant shots, in order, are: 1) shot of the blown-out lock 2) Sheriff Bell looking at it 3) repeat of #1 4) Chigurh in the dark, with a yellow circle of light (the light through the blown-out lock(?)) 5) repeat of #2 6) repeat of #4 (without the yellow circle of light) 7) the blown-out lock, from the inside, with yellow light shining in 8) repeat of #2 9) Sheriff Bell pulls out his gun and cocks it 10) Sheriff Bell pushes open the door (camera shot taken from outside) 11) Sheriff Bell pushes open the door (camera shot taken from inside)--but Chigurh is not there--and Bell steps inside 12) Sheriff Bell's face looking for Chigurh 13) Sheriff Bell's shadow on the back wall of the room as he is looking for Chigurh 14) Sheriff Bell looking down at the floor 15) The blood from Llewelyn Moss on the carpet 16) Sheriff Bell's feet walking around the blood 17) Sheriff Bell walking into the hotel room, and back into the next room 18) Sheriff Bell looking into the bathroom, and turning on the light
So, contrary to what Mistah Mix said, we do NOT see Chigurh in the next room AFTER Sheriff Bell clears the room. Instead, we see Chigurh in the same room (as indicated by the yellow light coming in from the blown-out lock on the wall next to Chigurh) BEFORE Sheriff Bell comes into the room.
In summary, the idea that Chigurh quickly hid in the closet and silently escaped is inconsistent with the rest of the movie's portrayal of Chigurh as a cold blooded killer. And there is no evidence that Chigurh was in the next room, and no reason for him to be there anyway--he already got the money.
Instead, we see clearly that Bell was afraid of Chigurh--he called him "a ghost" and was obviously afraid that Chigurh was hiding in the shadows behind the door. So, it seems that the Cohen brothers were playing tricks with the audience's mind, and showed us Bell's imaginative fears of Chigurh "the ghost."
Please note when Sheriff is moving towards the bathroom, the reflection of the crime scene tape on the wall is clear. Once he is out if the bathroom, that reflection disappears which clearly suggests that the tape has been broken. Chigurh was in. Bell saw his reflection in the broken lock.
In fact, I would go a step ahead and say that Chigurh also saw Bell and knew that he had seen him. But Bell "turned a blind eye" in a conspicuous way so that Chigurh knows that Bell has ignored him deliberately which is one of the main themes of the story were in the author is suggesting that evil is thriving due to the good not confronting it.
If you watch closely the SEQUENCE of visuals, (1) the sheriff stands outside the door looking down at the popped lock. (2) they show a quick scene showing Chigurh in the shadows looking at what appears to be the hole in the door lock from the INSIDE of the room. Then (3) the Sheriff pushes the door open and enters the room and proceeds to clear the room. So this kinda negates what Mistah Mix was sayings. I lean towards agreeing with smitty saying he was in the closet. That's the only place he could have been but I'm confused as to why he didn't kill the sheriff when he entered the room.