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For all of its overlapping timelines, ambiguity about who is a host and who is not, and ever-shifting list of who is dead and who is alive at any one time, HBO's Westworld Season 2 at its heart was about three journeys: The journey of Dolores (played by Evan Rachel Wood) to find the "Valley Beyond" and/or set hosts free from human control; the journey of Maeve (Thandie Newton) to find her daughter; and the journey of self-discovery made by Bernard (Jeffrey Wright) after he discovered he was a host.
Dolores

In Westworld Season 2, Dolores set out to destroy Westworld, and in doing so found out the theme park's true purpose. However, her main aim was to make it to the Valley Beyond, a semi-mythical place where it was said that hosts could live free of human interference.
In searching for the Valley, however, she discovered The Forge, a supercomputer owned by Delos (the company behind Westworld) that proved that the park was in reality a way of stealing data from the guests in order to create hosts that replicated their likeness and consciousness, giving people a chance at immortality—at a price.
Finding out that the Valley Beyond was created by the humans, Dolores decided it was just another way of being under human control, so she decided to set out into the real world instead. As she destroyed The Forge, she stole a number of data pearls featuring key consciousnesses she would need for her future plans, as well as a host-making machine.
With this she made her escape. She uploaded her consciousness into a host designed to look like Charlotte Hale (Tessa Thompson), who she murdered earlier in Season 2 after she tried to stop Dolores' army reach the Valley Beyond. Then, all she had to do was leave with a Delos evacuation team after she caused a flood.
We then saw Dolores put a new pearl into the Charlotte host body after Dolores remade her original body for herself. Westworld Season 2, however, did not reveal which consciousness now resided in the Charlotte body.
Maeve

Meanwhile, Maeve was on the hunt for her daughter. This hunt not only took her to Shogunworld, a sister theme park to Westworld with a samurai theme, but also saw her continue to alter her code to give herself what are effectively superpowers, including the ability to control other host bodies.
She too ended the series at the Valley Beyond, where she was intending to live with her daughter. However, as her daughter accessed the host heaven, Maeve was gunned down in the crossfire between the Delos guards and the "Ghost Nation" of Native American hosts—though it was revealed at the end that she gets rebooted by Delos engineers Felix (Leonardo Nam) and Sylvester (Ptolemy Slocum).
Bernard

After a season of discovery, Bernard also finds himself outside of Westworld. Though he was killed in Season 2, Dolores builds him a new body and puts his conscience into it so as to effectively act as her conscience, one who is better able to empathise and negotiate with humans.
Bernard's conscience, meanwhile, is Dr. Ford (Anthony Hopkins), who was killed by Dolores but who nevertheless still exists inside Bernard.
Alongside these interwoven plots, Westworld Season 2 also continued telling the story of the Man in Black (Ed Harris), who was revealed to be a future version of a former theme park guest (Jimmi Simpson) who has also vowed to destroy Westworld for unspecified reasons that most likely have something to do with the fact that his wife killed herself after learning of the barbarity he was capable of in the theme park, which also poisoned his relationship with his daughter.
In one of the most confusing plotlines of Westworld, he may have killed his daughter in the theme park, or he may have killed a host version sent by Dr. Ford to trick him. Either way, right at the end of Season 2, we see him speaking to his daughter again (or a host version of her).
He too reached The Forge in the season, though it was not revealed exactly what happened to him when he got there. However, this is almost certain to be picked up when Westworld Season 3 begins on HBO.
Westworld Season 3 starts on Sunday, March 15 on HBO.