There is nothing else.

"The horror is this: in the end, it is simply a picture of empty meaningless blackness. We are alone. There is nothing else."

The Watchmen deals very much, in different ways, with the question of God. Is there a God? Is He all-powerful? Is He benevolent? Does he really care about us? These are some of the questions that Watchmen poses, in addition to answers to them. Dr. Manhattan is shown as a God figure that has no real control over the world, having almost every possible power but to change the outcome of events. This in itself poses one answer to these questions; there is a God but he cannot control us. This quote, also, shows another answer to these questions; "We are alone. There is nothing else." We are alone in this world of chaos, and, as Rorschach thinks, we make our own decisions, create our own truth.