Introducing a different ending theory (a new one actually)
The current theories of Faith being Nerissa or Nerissa being Faith are (most likely) wrong. See, when Faith's head turns up on the doorstep of the Woodlands building, it has a black eye and wound on the lip, from the woodsman beating on her earlier that day. If Bigby actually met Nerissa earlier while glamoured as Faith, why would the bruise and the wound be at the exact same spot as it was on "Nerissa's" head that day? And if Bigby met Faith and Nerissa was killed while glamoured as Faith, you'd have the exact same problem. So the girl Bigby met in the beginning was definitely dead. As for the Bloody Mary theory: I don't believe that one because Bloody Mary is kindof heartless while both Nerissa and Faith were friendly, caring, emotional etc. Also, one more thing: if Nerissa were glamoured as Faith or if Faith was glamoured as Nerissa (in the beginning) why would the other (Faith glamoured constantly as Nerissa or the real Nerissa) place Faith's head at the doorstep? Because she said she'd "swing by" Bigby's apartment. Why would she want Bigby's attention if she knew he'd notice because Faith didn't go to his apartment? Of course this is not a solid argument, but it does kinda make more sense than Nerissa/Faith placing the head for even more attention or something like that. It's not that easy to do, so she must have felt really desperate, and probably didn't even know Bigby had met Faith/Nerissa earlier that day.
Now onto a new theory, what has been and still is what I believed in since Nerissa dropped the "you're not as bad as everyone says you are" line: I think the girls with the ribbons are still loosely connected, or maybe even everyone in the crooked man's power. It may have even been so strong that all fables that are in is control, made all fables outside of the woodlands be slightly ignored and forgotten by those in the Woodlands, so the Justice system won't interfere. Think about it: they all sort of recognized eachother, but not very much, they hardly know any background story very well, Lily, a.k.a. Holly's sister, went missing and it didn't concern Snow that much, even though she's very thoughtful about those things (not everything, I think she's too much into justice, kinda strict and kinda bitchy to Bigby too, but still... she gave a speech at Lil's funeral, surely she cared). So somehow the crooked man's still in control, or at the very least his "gang". As for the girls with the ribbons: maybe they (perhaps along with Bloody Mary even, because both Faith and her said "see you around", with the same flick-of-the-hand-while-holding-up-two-fingers-thing) are somehow still connected/attached to their ribbons (Nerissa still wanted to wear it), and it's making all of them say or think kind of the same way, maybe they even knew from eachother what they were thinking (all of them wanted to escape, but their lips were sealed, how were they supposed to talk about it? Maybe they didn't maybe they only thought it). They kind of say the same things, like both Nerissa and Faith ask Bigby if he likes their ribbon, and of course they both said that he's not as bad as everyone says he is. So by imprisoning/killing the crooked man (or by throwing him down the witching well), his power is still not gone.
Also, one last thing: in the end, Nerissa had just told Bigby probably all she knew, why would she give one big hinting and confusing plot twist away like that on purpose? She probably didn't realize she had just said the exact same thing Faith did at the beginning of the game.