"We only live once, Sergeant," said Mitty, with his faint, fleeting smile. "Or do we?"

In Mitty’s World War I fantasy, he plays a pilot about to run a solo bombing mission against impossible odds. Mitty makes this comment when his sergeant warns him that the German “box barrage is closing in.” The bombing is getting closer and will soon make it impossible for Mitty to take off safely. Mitty’s response gives a special insight into Mitty’s mindset. Of course, his comment shows bravado within the daydream, conveying that Mitty does not fear death. But the question, “Or, do we?” establishes that Mitty is aware that this is one of his daydreams, and that reality does in fact bleed into them. More importantly, it suggests that through his dreams Mitty lives more than one life. His fantasies allow him to live many lives in many different roles and settings.

"Things close in," said Walter Mitty vaguely.

Mitty makes this statement in response to Mrs. Mitty’s questions, "Why do you have to hide in this old chair?” and “How did you expect me to find you?" Mitty has been waiting for Mrs. Mitty at the hotel. He positions himself in “a big leather chair in the lobby, facing the window,” which he “sank down into” before his WWI fantasy. In a literal sense, readers can imagine that Mitty is “closed in” on three sides by the chair, which makes it difficult for Mrs. Mitty to find him. But this quote also alludes back to Mitty’s daydream, in which “the box barrage is closing in.” In a box barrage, artillery bombards all four sides of a target, cutting them off from escape and reinforcements. Mitty’s response is vague. He could be thinking of the enemy in his daydream. He might feel under siege in real life, unable to escape his problems. Or Mitty could be commenting on how his daydreams are closing in, cutting him off from real life. Whatever Mitty means, it is lost on Mrs. Mitty. She responds with “What?” but doesn’t wait for his explanation before she resumes questioning Mitty.