Boondock Saints/WMG

The McManus's are all Irish-American, except possibly their mom.
Yes, even Noah. I've seen some people say on either the [Southies] page or the Boondock Saints page itself that the boys are Irish-born. However, the boys seem to have known Rocco for a long time. Even more damningly, from the sequel: It looks like Noah and Grandpappy McManus were in America. I see no evidence that the tanner's shop was in Ireland, and a good bit of evidence that it was in Boston. Likewise, he (Noah) was in a U.S. prison, and we know that he was in there right after his violent spree, which was in Boston. It seems unlikely that Noah had a wife in Ireland while he was in Boston and that the boys would still be his.

It's possible that Noah and his father moved to America from Ireland, making Noah native Irish, but I think it far more likely that Noah was Irish-American, his wife was Irish-American, and the boys are Irish-American, perhaps only two generations removed. This requires you to disregard the deleted scene from the first film.

The sequel will show the McManus brothers on the run.
The entire nation is split over their actions, the Feds probably want to arrest them, and the underworld fears them. Why wouldn't they be running?
 * Alternatively, they could be acting like they're running.
 * Well, sorta. In the sequel, they are away, but a copycat murder encourages them to come back..

The sequel will show more vigilantes than the McManus brothers.
If the ending credits in the first are to be taken as canon, then we'll be seeing a few more Saints marching in.
 * Unless you count the copycat murderer, jossed.

The brothers and their father are literal Angels who lost their memories.
Their father is the Angel of Death, who is released from time to time in order to smite the wicked. Connor and Murphy are the angels Gabriel and Michael, respectively. However, they are ignorant of their true nature, as illustrated by their confusion as to why they can't be harmed. Oh, and Rocco was Jesus.

The vigilantes are symbolic of the various aspects of the Faith.
Obviously, Il Duce represents the Father, the brothers represent the Son, and is the Holy Ghost. The law enforcement officers that side with them represent the church. The death of Jesus can be seen in the brothers' "baptism" in the first movie, and their subsequent bloody rampage against crime is symbolic of Jesus' conquest of Death and Hell following his crucifixion. The would be the rough equivalent of Judgment Day.

The Saints are Demons.
After suffering severe injuries fighting the Russian mobsters the boys are possessed by a pair of Slayers who have no Legacy rating, but also very low Torment. This leaves the brothers remembering only their human lives, but with a sudden compulsion to destroy evil. Rocco, and later Romeo are mortals with whom the brothers unknowingly form Pacts, granting them a measure (but not the full scope) of their skill in battle and resistance to injury. The McManus brothers didn't actually speak all those languages - the Demons just have Lore of Humanity at level one, allowing them to speak all human tongues.