This paper's point of entry to the psychoanalytic thinking on early breakdown, catastrophic psychic trauma and the last scream is an ancient enigmatic Jewish Midrash which creates an analogy between the voice of a tree being cut down and the voice of a soul departing from the body - a voice that cries out inaudibly from one end of the world to the other. Drawing on the writings of Winnicott, late Bion, and later Eigen, Tarantelli, and Bromberg, the paper explores the depths of early breakdown and core catastrophe, where unthinkable horror lies buried unknown, unexperienced, unlived, and unrepresented, and the last SOS scream vanishes. This underlying catastrophic impact forecloses the very process of thinking, dreaming and analytic reverie. The author contends that the unthinkable cannot be thought, but only relived and gone through with the analyst. Using detailed clinical examples from Bion, Winnicott, and from her own work, the author puts forth a profound form of the analyst's being-there, in-tu-it, connecting with the unthinkable, ghostly horror and catastrophic impact of the patient's emotional reality, and hearing the vanishing scream. This interconnected being, which may become at-one-ment with the patient's innermost experience, keeps both the scream and the patient's hope from dying out, and gradually creates new experience within.