Board Thread:Questions and Answers/@comment-31587136-20170326055003/@comment-93.16.135.125-20170326122847

Arturia returns from the battle of Camlann and is dying, she makes a deal with the World and tries to find the Grail, she gets frozen in time as an image. That image is summoned as a Servant in Fate/Zero, she fails and returns to her dying place, still frozen. Then she's summoned in Fate/stay night (she remembers the events of Fate/Zero), and she returns again to her dying place, and decides to give up, because she retained her lesson. Not necessarily her entire memories of both wars, she talks about a dream, but in a nutshell, she got the message. So yes, this is the Arturia before she died, and the Arturia after she died is the one we remember in the Arthurian legend (except, you know, with a changed gender). That's why the legend has Arthur dying in peace after Camlann (or being brought to Avalon, whatever).

The "Last Episode" was added much later because of fan demand. It's not particularly more canon than the other routes, they're all canon. It was a bonus sequence that you can take into account or ignore. Maybe it happened in one world and not in another, something like that. The FSN canon is extremely fluid, it's basically whatever you prefer.