At the end of RealMyst (giving the page over) it crashes with a bink32w.dll error. This isn't a problem with the game or the dll, but a corrupted video. To fix it is simple.
1. Download Indeo Video codecs:
Mirror 1: http://www.megaupload.com/?d=1LZ8KQKZ
Mirror 2: http://www.4shared.com/file/pyTAQUCM/iv5setup.html
Install them. The game appears to need them, even though they aren't included on the install cd.
2. Download the fixed video:
Mirror 1: http://www.megaupload.com/?d=FVE6094B
Mirror 2: http://www.4shared.com/file/cQBH-zEB/PageLoop.html
3. Go to C:\Program Files\Mattel Interactive\realMYST Interactive 3D Edition\Scn\Maps and backup the PageLoop.bik. Then replace it with the one in the zip.
This should fix the problem and allow you to end the game properly.