What I think happened

Ok I read quite a few interpretations of the events in the movie (which I just saw for the first time) and here is mine.
I agree about what most of the people around here have said in regard to the hidden meanings of the movie- loneliness and the mirroring of Felix's life in Claudia's house. That was more or less obvious.
In regard to the events that happened here is how I believe the puzzles stick together.
Felix and Vera separate. She moves out, but they are both feeling lonely without each other. She keeps her boxes at his place only because thus she has a reason to come back there. When she finally has to take them away she loses her reason so she turns into a "lurker". In the very beginning of the movie, I believe it is the first night, the camera seems to be following someone throughout the house while Felix is sleeping. We can hear breathing and it clearly looks like we are viewing it from first POV of a character. This is Vera. We then see through her eyes Martin peeking through the window.
Meanwhile, in the neighbours' house Martin and Claudia live an unhappy life. She has had an accident and he feels trapped in this life. Later on we learn he is someone who likes to travel and move around so he is probably a very active person. Living with her in this state, limits him greatly. Later on we learn how he spent a lot of time in the basement. Perhaps by accident he discovered there is a hidden tunnel to Felix's house. He then decides to use this to his advantage. At some point in the movie, Claudia mentions "I thought he was digging my grave down there". That's exactly what he was doing. He was planning to kill his wife and making it look like an accident. Ironically she dies the same way that she was supposed to in the end- by falling off the broken stairs. The purpose of the tunnel was so that Martin would stay under them, perhaps call for Claudia and then collapse the stairs and escape through the tunnel. In the end Felix sees all the maps and drawings on the board under the stairs and probably realizes what he was trying to do.
In his preparation Martin needs to learn more about his exit- Felix's house. Originally he goes there, by faking the need to do a phone call so that he can see the house from the inside and learn whether there is a basement. That's why he turns into a "lurker". We know he spent at least 1 night into the house by the fact that Felix's razor was used and the smell of the towel and the bed sheets. Perhaps in his loneliness Martin discovered what Felix discovers later as he lurks around Claudia or perhaps his curiosity was peeked or perhaps he just wanted to be around someone who is not his wife. We don't know. Nevertheless he decides to go through with his plan so he sneaks back into his own house and goes to dig the tunnel fully. Just as he starts though he has a diabetic attack (or whatever his condition was) and he dies.
Meanwhile the noises Felix hears around his house are caused by Vera lurking around. Unknown to us and him she is pregnant. In the night he heard her talking in the kitchen she was talking to the baby. From then on things are more or less clear. One night she sneaks into the house, Felix shoots her thinking it is Martin, locks her in, runs away and hides into Claudia's house, turning into a lurker himself, beginning to get obsessed with her etc.
In the end things end bad for all of them as we have seen. Claudia dies the way she was supposed to in the first place and Vera and the baby die in the attic with Felix putting all the pieces together and realizing what he has done.

Very interesting and chilling movie. One can see it just a mystery, but there are a lot of subtexts and hidden meanings, which I am not gonna get into now as I think most of us have managed to identify them.
I hope this has made the movie a bit clearer though. It makes sense and explains everything plot-wise, at least to me.