What is the significance of the closing scene in Oedipus Rex?

There is
also significance in the final scene of the King that extends beyond the
boundaries of this one play.  It was part of a trilogy, and like any good serial, needed to set
up the plays to follow.  In this case they were:  and
.

Both plays are foreshadowed here in the final scene. 
First, Oedipus begs to be allowed to leave Thebes, andgives him permission, hinting that the
Gods also agree.  That sets up Oedipus at Colonus.

Oedipus also ends the play by asking to hold his daughters, Antigone and Ismene,
daughters of himself and(his mother/wife).  It is significant that Oedipus is more worried about
these girls and what will befall them than his sons, since the play
Antigone is very focused on the dilemmas that especially Antigone faces. 
Creon commands him to leave the children, and though he does not want to, Oedipus complies. 
Creon reiterates Oedipus' fall from power with the lines (1523-24):

Do not seek to be master in everything,

for the things you mastered
did not follow you throughout your life.

So the future
lives of the children of Oedipus, cursed by their parents' incest, are hinted at here, as is the
power (that Creon has claimed throughout the entire play not to want) that now falls on Creon as
the ruler in Thebes.  Creon and his role as ruler plays a very important part in the
play Antigone.