The past is great
Owen Wilson is transported back to the 1920s and sees it as a golden time and wants to live there.
But in a twist he meets Marion Cotillard who lives in this time, and she doesn't see it as so great.
Together they travel back to the 1800s, and she romanticizes that time and wants to live then - in a time before her current time.
The broad point is that we tend to romanticize our past. The greatness of a particular point in history is not always what it seems.
And in the end Owen Wilson realizes the present is pretty good and lives on in the now.