They ended it with Lyra and Roger in the balloon with Lee, Serephina, and Iorek after the her escape from Bolvanger. Lyra tells Roger that they are going to find her father and give him the Alethiometer. There is absolutely no mention of her finding Lord Asriel or Roger being sacrificed to create the bridge into another plane. I can understand why they didn't do that. It would have been a real downer to the audience, especially when the second movie is still up in the air. Another thing I didn't like was that they did not make it clear that the children who were separated from their daemons did not survive for very long. They had Lyra find Billy Costa without his daemon. She brought him back to Ma Costa and the Gyptians, but he was still alive. No mention was made of him dying. Ma Costa just promised them that they would find his daemon and reattach her.