The ashtray must be important, because David Lynch has mentioned it in his "10 clues". It has a piano design, which is unusual. I know that it gives us a clue to the chronology of two of the scenes, but I think that its actual design is important.
The musical connection (everything in this movie has a connection somewhere else) is that in the Club Silencio, there is a singer whose voice can still be heard after she has collapsed (and maybe died). And a trumpet which still plays after the player has moved it away from his mouth.
Now the decision to go to Club Silencio was purely Camilla's, not Diane's. But there is no mention of Club Silencio anywhere else in the film, but there should be some reference to it, somewhere.
If you look at Camilla's walk after the crash, we see her cross 2 main roads: Sunset Boulevard and Franklin Ave. We know that Sunset Boulevard is the location of Winkies, but what has Franklin Ave. got to do with it?
So I have done a google search of "Franklin Avenue" and top of the list was the wiki page which said the following:
Franklin Avenue is a street in Los Angeles. It is the northernmost street in Hollywood, north of Hollywood Boulevard and south of the Hollywood Hills, and later Los Feliz Boulevard.
Franklin Avenue begins as a residential street off Sierra Bonita Avenue. After intersecting with Highland Avenue, Franklin turns into a major east/west thoroughfare for Hollywood and the Hollywood Hills. It ends in Los Feliz.
Many hotels and restaurants are on Franklin Avenue. One major attraction is The Magic Castle.

OK, so what exactly is the Magic Castle? I clicked on the link:

The Magic Castle, located at 7001 Franklin Avenue in the Hollywood district of Los Angeles, California, is a nightclub for magicians and magic enthusiasts, as well as the clubhouse for the Academy of Magical Arts. It bills itself as "the most unusual private club in the world."
and, further down the page:
In the music room, a piano is played by invisible "Irma," the Castle's "resident ghost," who takes musical requests.

Could this be what the piano ashtray is indicating? And does this suggest that one of the characters in MD is really a ghost?

(I have edited my original post twice because firstly the ashtray is obviously only an ashtray and secondly I have looked at the Club Silencio scene again, because I incorrectly remembered the details)

Good work! But isn't it a step too far? It could be true but it also could not. Lets asume for a minute that the magician club is what Lynch ment but a ghost? In what manner?

Interesting that Franklin Av is off Sierra Bonita. That makes me think that it was chosen because it connects to other elemnts in the film, rather than outside the film (e.g. Sunset Bld points to the film of the same name, a reference to something outside of MD).

It's highly possible Lynch was aware of the Magician's club.

Franklin lived his live according to 13 virtues the second of which was 'Silence'. I assume of course that Franklin Av is named after Benjamin Franklin. Could be a further tie in with Abe Lincoln references. Could be unrelated.

Sparkie, I think that the ghost will identify himself (or herself) by making piano playing movements with his/her fingers. (I thought that the ghost might be Dan, as he appears to die at the end of his scene ... and does not really seem to be there in the earlier parts of the scene: His food is not eaten and we only hear one set of footsteps when he and Herb go round the back of Winkies. But, unfortunately, we don't see his hands on the table.)
I will probably end up watching the whole film again just to find out who it is!

I've just watched it again, observing people's hands. It is really interesting to see how much hand movements and gestures tell the stories. It makes you realize how much goes into directing a film. Or at least how much David Lynch has put into this one. I will be seeing movies in a whole different light now.
There were 2 instances of people appearing to make piano playing movements: The first was when Betty was on the phone. She appeared to be playing an imaginary piano with her left hand (presumably just chords, because her right hand was holding the phone). She could just have been fidgeting though! But when you see how much has gone into directing hand movements, there could be something in it.
The second instant is when Rita is in Winkies. Here she has both hands out in front of her on the table and briefly appears to be playing a tune with them. There are other instances in which Rita has her hands placed in front of her as if about to play a piano, but she doesn't actually go on to move her fingers.
I don't know how this fits in with the overall story, but somehow the piano design of the ashtray (mentioned in the "10 clues"), Rita's (and possibly Betty's) hand movements (and positioning) and the Magician's club (on Franklin ave) in which the ghost of a pianist plays, seem to be connected via Club Silencio.

Siku, that is a good point about Franklin Ave being named after Benjamin Franklin. When I watched it again, I noticed pictures of Franklin on the $100 bills in the bag. I am English, so I didn't realize, until now, that his picture is on $100 bills.

Whose ghost is it Marksman? Is there a story attached?

Have you stumbled across the Peg Entwhistle connection? A truly heartbreaking and unnerving story. Doubtless one of the inspirations for Diane's character.

http://www.mulholland-drive.net/studies ... ctions.htm

Blu, is there a source for the claim...

"...Two days later Pegs uncle opened a letter addressed to Peg from the Beverly Hills Playhouse. It was mailed the day before she jumped. In it was an offer for her to play the lead role in their next play, It would be a role where her character commits suicide in the final act."

?

I'm not sure on that one, Siku. Seems that the content on that page re: Peg came from the OP of the thread that's linked written by Neely. Neely seems to have edited her post to remove everything a few years after it was originally made, so without some research I have no source for that.

Unless Bob knows any different?