Curtain
The Smiths being replaced by the Martins, who begin to recite their lines at the end of the play, is a metaphor for how interchangeable we are becoming as people due to our inability to communicate with one another.
Fire
Mary recites a poem about fire that is a metaphor for how everything in the world is burning down around us. Whether we recognize this reality or not is up to the individual.
The Bald Soprano
The play itself is a metaphor. It relates to the idea that we are becoming so incapable of allowing ourselves to be fully in a moment with one another that we don't hear what they are saying, yet we still respond. However, our responses are coming from the world we are existing in that has nothing to do with where we are or who we are with.
Coincidence
Mary reveals that Mr. and Mrs. Martin don't have a daughter and are not who they believe they are. This is a metaphor for the fact that coincidences even of the greatest degree do not create the truth.
Open the Door
Mr. and Mrs. Smith argue as to whether one should open the door if you hear a knock. Mrs. Smith argues that you shouldn't if your experience is that no one will be there. Mr. Smith says you should, because it is only if someone is there that the knocking is heard. This is a metaphor for how one person's truth is not that of another person, and also is a metaphor that asks us to consider whether we are beholden to our societal obligations because we are told it is the correct thing to do, or do we make our own decisions.