As its title suggests, this work, composed of no less than six different subjects, is by far the most complex and enigmatic of the multiple-image paintings that Dali made in 1938. The artist painted The Endless Enigma while vacationing at the La Pausa estate of the couturier Coco Chanel, which was located at Roquebrune on the Cote d'Azur. This summer home provided the necessary space and quietude for Dali to continue his research into paranoiac double images on a large scale.

When The Endless Enigma was first shown in the 1939 exhibition of Dali's multiple-image paintings at the Julien Levy Gallery on East 57th Street in New York it attracted vast crowds, who lined up around the block to marvel at its visual complexity and cryptic illusionism. As Life magazine reported at the time, "for general popularity there hasn't been such an exhibit since Whistler's Mother was shown in 1934.'" In his statement for the exhibition catalogue, the artist declared that: "the first 'systematic research' of the problem, I may state, begins with the picture featured in my present exhibition, The Endless Enigma. There, in appear, instead of a double image, six different images - thence to the limits of imminent metamorphoses."

To illustrate his point, Dali reproduced the six different states of the work, all loosely sketched in red ink on tracing paper, which revealed the artistic process through which the image was constructed. By separating the work into its various constituent elements, the reader could disentangle the painting's convoluted iconography of overlapping images into its successive stages of completion. The six individual segments that eventually coalesce into a single, seamless image in the finished painting were also reproduced in line engravings in the catalogue.