Question: Why were Harry and Lloyd walking home at the end? They said the hog broke down, but what about the car they bought? I know they used the money out of the briefcase to buy it, but surely Mary would've let them keep it as a reward since she was gonna give it away to the kidnappers anyway?
Answer: I got the impression the money came from Mary's husband's family, who might not want to gift them a Lamborghini Diablo. Why she didn't buy them a bus ticket, on the other hand.
Question: While Lloyd is talking to Mary Swanson in the limo, a white car can be seen in the back window. There are of course two lanes on each side of the road. The person in the car appears to be very angry and is tailgating the limo. That unknown person could have just changed lanes. When the limo goes through a red light, is it quite possible that the tailgater got hit and blown up by a semi truck that's coming from a different direction?
Answer: Having just watched the scene, I can't see any reason to think the driver of the white car is angry or tailgating the limo; they're just driving behind it. Also, we see the white car through the rear window AFTER the explosion, so it wasn't involved in that.
Question: What does the bad guy mean when he says "How the hell do they know that I've got gas"?
Answer: The idiots left a note for the 'gas man', explaining why they were running out on their delinquent heating bill. The hit man, who suffers from chronic stomach gas, thinks the note is for him, and that Lloyd and Harry are highly skilled professionals who have him under surveillance and know even minute details about his health.
Question: When the bad guys ring Nicholas from outside the motel Harry and Lloyd are staying at, how did they know that they were staying there? Sure they would have noticed the Mutt Cutts van BUT until the note on the door they didn't know that Lloyd even had a roommate. They didn't see them leave after they took the briefcase and legged it so how did they even know that they were travelling across the country in that van?
Answer: They see Lloyd and Harry together long before that...right at the beginning, in fact, when the two return home. After Lloyd says, "I fell off the jetway again", the henchmen pull up and see them enter their apartment building. The note explicitly says they "packed up and drove to Aspen", so it wasn't very hard to simply head that way and subsequently find them at the hotel...as you say, the van is pretty distinctive.
They didn't have the van in Aspen.
Harry and Lloyd were in the hotel room and reading the newspaper, found out about the preservation society gala. When they both went, Shay immediately recognized them and told Nicholas. Nicholas ordered Shay to keep a close eye on both of them. Although they didn't have the van in Aspen, that wouldn't have mattered now since shortly after they arrived, Nicholas knew he could finally get the ransom money back.
Question: Did Lloyd get any money when he traded the van for the hog? He states he "traded the van for it, straight up" but in the previous scene Harry stated they didn't have enough money to get Aspen or get home. How were they still able to afford to get to Aspen?
Answer: Presumably the minibike (hog) would get better gas mileage, so the money they did have for gas would get them all the way to Aspen.
Question: In the restaurant scene with Mentalino, after the boys eat peppers, Mental goes out and calls in, then comes back and asks the boys why they travel so light - only saw a briefcase and some other stuff. So... Why didn't Mental just take the briefcase and leave? That's what he was along for - to find.
Answer: At this point, Mental still believes the boys are highly trained professionals. He wants to find out who hired them, and then eliminate them.
Answer: They explicitly say, "First Mary dumps us, then the cops take away our nest egg." So, Mary did not let them keep it (also, it's hard to imagine that she would have been pleased with them having blown all the money that was meant to save her husband). They would not have been able to keep any of the things they bought with the money since they stole the money to begin with (you could argue that they didn't steal it at first when Lloyd grabbed the briefcase, but once they knew it was money, it was certainly theft to spend it all and replace it with IOUs). It all would have been returned to the rightful owners.