Gunslinger Girl/WMG

Maybe, just maybe, Jose still loves Henrietta in spite of the fact she is no longer that little girl he came to care for post memory-wipe.
Upon

Henrietta is, somehow, actually Enrica
This one seems a little too obvious in some regards, but it's basically impossible to ignore. Let's see:


 * Their facial structures are virtually identical (as Phantasma demonstrates)
 * Henrietta looks so similar to Enrica when in Enrica's clothes that even Jean has trouble telling the difference for a moment
 * More to the point, Henrietta fits into Enrica's clothes without any problems whatsoever
 * From what we've seen of her in flashbacks (that don't involve Jean tripping out about Enrica encouraging revenge), Enrica and Henrietta have fairly similar mild, good-natured, laid-back personalities and don't really like violence; Henrietta's conditioning erased her memory, but didn't rewire her base personality
 * When we see "Henrietta" for the very first time at the start of the manga, she has long, flowing waist-length hair... just like Enrica is shown as having in the flashbacks, if not even longer

The only holes in this are that while we're not really given dates re: how long ago Enrica supposedly died, it seems like Enrica should probably be a little older than Henrietta is, and that it seems odd that the brothers wouldn't recognize their sister immediately on seeing "Henrietta" in the hospital. The latter is somewhat explicable, though, if they're for some reason certain she's already dead - they'd simply think she looks a bit similar but isn't really Enrica.

Why would Enrica be alive and living with another family (before seeing a theoretical foster family brutally murdered and then getting "assaulted" all night) without the brothers knowing? Well, all we know is that Enrica supposedly "died" in a bomb attack. We've never been told conclusively that a body was found, and it's possible there was something in Father's will wanting to get Enrica put into witness protection if he was killed (and he didn't tell the brothers so they couldn't be followed etc) or she did survive but just wandered off in a daze before being found by a caring family who took her in. (This would make her memory being removed again hilariously redundant and tragic.)

It's still speculation, but it would basically be the perfect, final You Suck moment for Jose; all this time he's been forcing his beloved sister into combat. It would be the perfect catalyst for a final showdown with the Agency itself, jive very well with Triela and Hilshire's recent mutinous thoughts and provide an excellent hook for the climax of the series' main narrative thrust.

They don't need to be young girls
These modifications can be used on anyone, but whoever runs the agency is just creepy
 * Nope. Well, for the physical transformation its anyone but the memory wiping is safer for young girls.
 * What's wrong with young boys? They could be stronger than the girls if given the same modifications and if they're the same age.
 * The tech is shown to work on boys. In a more recent manga chapter, a boy is shown with a prosthetic that was developed from the cyborg technology. But males are automatically more threatening than females, and they're running black ops. The cybernetics already put them as stronger and faster than normal humans, so the extra strength probably isn't considered worth losing the extra level of disarming charm that comes from using girls.
 * Since they'd be using the same synthetic muscles and bones for the boys, it's likely there wouldn't even be strength or durability advantages remaining after the substantial component replacement Agency cyborgs undergo. As they have the most experience working with the brain chemistry of girls, at some point they probably decided to concentrate on making the conditioning they have even better rather than try to get it working on boys, too.
 * Is it also possible that girls in that age range are less likely to feel defiance toward close male authority figures than boys would be, and therefore take to the conditioning more easily?

Gunslinger Girl takes place in the same universe as Black Lagoon.

 * That would explain Hansel and Gretel---the background we're given was wrong or mistaken; they were survivors of a Romanian government attempt to counter the Italians with a similar force of juvenile cyborg assassins. That would explain their incredible skill with weapons, and the strength that allows "Gretel" to easily handle a 20-lb. Browning Automatic Rifle with perfect aplomb.
 * The BAR isn't really that tough to handle. Bonnie Parker (of Bonnie and Clyde fame) carried a cut-down one much of the time and she was 90 pounds soaking wet.
 * Carrying a BAR is one thing...firing it from the shoulder while standing is another, and a very tough thing for even a full-grown trained soldier to do.
 * That explains why they're insane -- they got the cheap communist brainwashing instead of the advanced Western conditioning.

Gunslinger Girl takes place in the same universe as Ghost in The Shell Stand Alone Complex.
All the cyberization technology available in Ghost in The Shell Stand Alone Complex might stem from the prototypes developed by the Social Welfare Agency.

Joss Whedon wrote Gunslinger Girl
It makes so much sense. After all, the show has little girls kicking ass, secret organizations exploiting the little girls, and loads of angst.
 * Come to think of it...didn't Joss Whedon basically make live-action Gunslinger Girl, save for older women and less violence?

The climax seems to be setting up for a possible final three-way confrontation between Jose/Henrietta, Jean/Rico and Hillshire/Triela, possibly with other parties outside of the Agency involved

 * Ok, so let's look at a few things. The tension between Jose and Jean is pretty obvious. Though Jose seems to be growing distant with Henrietta since she's showing signs of memory loss and was just as much obsessed with revenge as Jean was during the assault on the tower, his core personality still hasn't changed. It's quite possible he blames Henrietta's worsening condition on Jean. Now let's look at Triela and Hillshire - after the end of Return to the Birdcage, the two of them seem like they feel pretty betrayed by the Agency and sickened by what they're doing, especially since it's revealed that Hillshire is working for the Agency only because they're essentially holding him and Triela hostage. It's quite possible that Triela and Hillshire might even decide to be the instigators, turning their guns against the Agency in order to "liberate" the girls, perhaps even with no intentions on surviving. The series seems to really want to have a cyborg-on-cyborg battle, and given the Cain and Abel set-up between Jean and Jose, and Hillshire's and Triela's angstiness, this seems like a very likely set-up. Now also recall that the ringleader of the terrorists is still at large, and the comments the Prime Minister made about cleaning up the Agency once it's gone, and it's possible you could see a full-out invasion of the Agency in the middle of this. It might result in a little bit of action scene overload, but you can't deny it's potential epicness.
 * A much more likely 3-corner set-to has the Croce brothers out to get Giacomo, who basically wants to watch the world burn. In the third corner are the heads of the two factions (who are interested in there still being an Italy when this vendetta is over). Then there's Triela.. She's told Hartman to his face that she expects him to survive and get free of the agency (not his likely original plan, he's sent Roberta out of Naples to get her clear). Basically, Triela will be emulating Pino, hopefully with better results (though not for her). She knows the girls are doomed, she just wants "daddy" to survive. Her most likely cyborg opponent if it comes down to it, Henrietta (who is looking positively scary since they re-programmed her).

Everybody Dies.
Search your feelings. You know it to be true. I am not talking about the girls all dropping down from Medicine overdose in a few years, I am talking about a tear jerking death in battle for just about every girl and handler. It's the only way such a story can end. Plus, it would be really awesome.
 * Well, what'd you expect in an opera? A happy ending?
 * This already seems to have been set in motion during the latest story arcs.
 * Well no kidding, Vol 13 (and about half the chapters included) is titled "Occaso" (sunset).

Gunslinger Girl takes place in the same universe as Robo Cop
As it turns out, the Robocop program was expanded and improved upon in Europe, and modified for young girls. Perhaps OCP is one of the sponsers?

Gunslinger Girl is the attempt of the Italian Governement to hide the fact they've already did it once
Between the sixties and the eighties there was a lot of political terrorism in Italy. Then, in the early eighties, it ceased. If the Italian governement really did deploy cybernetically enchanched tyke bombs against terrorist, the average citizen would be surprised by the technology involved, not by the act.