My friend told me a good theory.
Manny and Robin are actually dead. The 4th episode is the day before the death. Harry isn't dead- he can pop his head off at will. Harry escapes at the end of the episode because Manny and Robin are being too crazy. The first episode, the death, Harry isn't there. They're just imagining him. The other episodes in between are memories. The fifth episode is when Manny and Robin are waiting. They are still dead, they are waiting to be placed somewhere. Robin never makes it, however, because he is permanently killed and does not go on.