When the particles go their separate ways, they still maintain this united wave function. Physicists call this process
quantum entanglement — what
Albert Einstein referred to as "spooky action at a distance."
When we retrace all the steps of a measurement, what comes out is a series of entanglements from overlapping wave functions. The electron entangles with the atoms in the screen, which entangle with the electrons in the wire, and so on. Even the particles in our brains entangle with
Earth, with all the light coming and going from our planet, all the way up to every particle in the universe entangling with every other particle in the universe.
With every new entanglement, you have a single wave function that describes all of the combined particles. So the obvious conclusion from making the wave function real is that there is a single wave function that describes the entire universe.
This is called the "many worlds" interpretation of quantum mechanics. It gets this name when we ask what happens during the process of observation. In quantum mechanics, we're never sure what a particle will do — sometimes it may go up, sometimes it may go down, and so on. In this interpretation, every time a quantum particle interacts with another quantum particle, the universal wave function splits into multiple sections, with different universes containing each of the different possible results.
And this is
how you get a multiverse.