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One of the main plot points in Season 3 of Fringe was the Machine. In the Original Timeline, i.e. the timeline shown in the first three seasons of the show, in 2011 Peter uses the Machine to destroy the Alternate Universe, which would ultimately lead to the destruction of our Universe some time after the year 2026. But in the year 2026, Walter invents the Machine and sends it back in time millions of years, along with a program designed to show Peter what life in 2026 will be like. (That is what is shown in the Season 3 Finale, "The Day We Died".) Peter sees what life is going to be like if he destroys the Alternate Universe, so he instead chooses to create a bridge between the Universes and erases himself from the timeline, thereby creating the Amber Timeline that we see in Seasons 4 and 5.

Now in the Amber Timeline, the Machine still exists, it's just no longer keyed to Peter's DNA, since Peter was erased. So that presumably means that Walter still built the machine in 2026 and sent it back in time millions of years. But here's the thing: we actually know what happens in the future of the Amber Timeline. The Observers invade in 2015, and the Fringe Team ambers themselves in response, only to be woken up in the year 2036. And then in 2036, the Fringe team executes their plan and Walter takes Michael to the year 2167 in order to prevent the Observer invasion, thereby creating the Final Timeline shown in the final moments of the series finale.

So my question is, when does Walter invent and send back the Machine in the Amber Timeline?

He couldn't have done it in 2026 like the original timeline, because he was still in Amber then, and Season 5 doesn't show Walter doing it in the year 2036. Also, the whole reason Walter was able to do it in the original timeline is that our Universe was decaying, so a wormhole to the past opened up in Central Park. But in the Amber Timeline the Universe stopped decaying in 2011. In fact all that was going on in Central Park in the Amber Timeline was the Observers' air degradation system.

I think the only logical explanation that occurs to me is that in 2012, when September came to warn Walter that the Observer invasion was coming, Walter decided to build the Machine before the Observers came, and asked September to transport it millions of years into the past. I doubt the creators of the show thought of that though.

I also wonder what happened with the Machine in the Final Timeline. Perhaps Walter enlisted the help of the people in 2167 to somehow transport the Machine millions of years into the past. Or perhaps Michael used his Observer powers to do it in 2167.

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No Walter still sent the machine back, just not the Amber timeline Walter. Gray Walter would have sent it anyway, however his timeline would still ultimately die due to their actions involving the death of the alternate universe. Of course the machine was sent back so far to ensure it's discovery in as many timelines as possible that would ultimately allow both universes(and possibly an unknown number more) to construct the machine, which would only work for the blue and red anyway, connecting the two via the machine.

His dying in both timelines at this point due to his changed decision would have killed/removed peter as we later find out, but more "slid the carpet from under his feet" explaining his sudden arrival into the new amber timelines.

TL;DR Doomed timeline Walter sent it back to give another timeline life/a chance.

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