Sly Cooper/WMG

Carmelita does not try to seriously capture Sly, at least in the games.
Think about this. Carmelita is almost always 1 step behind Sly Cooper almost all the time, and is their unwitting pawn. This is not the real case. Sly Cooper is actually Carmelita's unwitting pawn! By trailing slightly behind Sly Cooper, Carmelita has busted: 1. The Fiendish Five, who all controlled their own local gangs. Particularly Mugshot in Mesa City, and the Panda King, who is more than likely a terrorist given him being a pyromaniac.

2. The Klaww Gang, notably, and Rajan and his illegal spice cartel.

3. Octavio, who was. General Tsao  and finally, Dr. M, who tried to murder Sly. It would go against Carmelita's interest to capture Sly. Without him, many dangerous criminals would go unpunished and continue to harm innocent people.
 * Yet she ruins Sly's plan to take down Octavio and the city suffers some damage.
 * Well, maybe she's not aware all the time that Sly's going after a criminal.

Carmelita is a cyborg ala RoboCop or the The Six Million Dollar Man.
She was once injured in the line of duty, so she was made stronger, faster, better. Hence the Nigh Invulnerability and the super strength. We already know via Clockwerk and Dr. M that this tech is available in the Sly Cooper universe.
 * And the nananananana sound effects lifted straight from The Six Million Dollar Man when she jumps over a building.
 * If only they could fix the bug in her vocal programming regarding that fluxing accent.

Dr. M betrayed the Cooper gang to the Fiendish Five ten years prior to events of Sly 1.
When Dr. M was envious of being a sidekick, he wanted to get Sly's father out of the way so he can claim the Cooper Family Fortune himself.
 * Around the time Sly got the Thievius Raccoonus book from his father, Dr. M told the Fiendish Five the current whereabouts of The Cooper family home. After that, the Fiendish Five killed Sly's father and stole pages of the Thievius Raccoonus.

Sly was disgusted with the Family Vault.
From Sly's descriptions of his ancestors, he took great pride at how they were virtuous in their own way, and made life better for other people. His own exploits got him a lot of cash; but we can see from his life-style that he never hoarded it. He didn't take Dr. M at his word, but did accept this upon seeing how the Family Vault was an overglorified shrine to themselves; piles of cash accumulated doing nothing. By the third game, he had gotten greyer and greyer in his actions to achieve it. He never voiced his worries, because the greyness was his friends trying to help him achieve his goal; a goal that turned out to be hollow.

He still had loyalty to his team. By pretending to have amnesia for "merely" chasing Carmelita; he could cut himself off from the lifestyle without denouncing his friends who had gotten him that far.

Sly 4, if it's released, will have time travel, a dinosaur NPC, and either a Downer Ending or a Bittersweet Ending.
In addition, Sly will not have to choose whether to save his dead parents.

In Sly 4, we'll see the origins of Clockwerk due to the time travel
. It will turn out that, like Dr. M, Clockwerk was the brains of the original Cooper Gang; however, since he'd probably be a rather tall bipedal anthro owl, like this fan-art, he'd also be the brawn of the team. Chances are his hatred for the Cooper family was initially for the same reason as Dr. M; Clockwerk grew envious of the fame Slytankhamen had earned. The envy evolved into hatred, and, after killing Slytankhamen in pursuit of a gem known as "The Eye of Horus," this happened. Naturally, he retained his genius in his more monstrous (read: like a real owl) form. As a trade-off, he went batshit insane, and his lifespan decreased. Now fueled entirely by hatred, he made himself a mechanical body, which changed over the ages as technology advanced, from a Steampunk version to a Dieselpunk version, and others in between. Also, Sly 4 will end with the timeline altered, and the Hate Chip was never found and Clockwerk possesses his old body.

Clockwerk will return in Sly 4, but without time travel.
Something that just occurred to me is that someone so dedicated to exterminating the Cooper family line wouldn't limit himself to just one body with an easily-destroyed Hate Chip. Somewhere in Russia, there's a Magitek supercomputer, that houses the actual consciousness of Clockwerk. That supercomputer is already working on an upgraded form for Clockwerk; faster, sleeker, more powerful, and with a less-easily destroyed Hate Chip. He basically has "back-up" files so he can return if one body/Hate Chip is smashed. It just takes a few years for the supercomputer/factory to build a new body. Also, he's making his new body un-hijackable. He does NOT want a repeat of the Clock-La incident. In essence, Sly is basically Fighting a Shadow unless he destroys the supercomputer... And even then, Clockwerk's digitized mind might escape to the Internet, and infect a weapons factory to build a new body...

Sly eventually told Carmelita about the amnesia thing.
He seems to want an honest relationship with her. He would have to be an idiot to not tell her. Alternatively, Sly 4 will open with Sly about to tell her, but the plot brings it into the open in the worst possible way.
 * Or she's in on it, but if anyone else knew, he'd still have to go to jail for all the things he stole. This way, he gets some sort of disability-induced legal immunity.

Murray and Jing King will be lovers in the new game

 * And Jing will have taken her father's place on the team.

Sly is actually a Stepford Smiler

 * Think about it. He saw his father brutally murdered in front of him. That's gotta affect a kid. He may just be repressing the trauma by focusing on his criminal work and his family's legacy, but inside he could be pretty much broken...
 * Sigmund, what... just stop it!

Mad Writter: Here's my levels idea for Sly 4: Thieves in Time and its costumes

 * Intro Level: Interpol's Training Room -- Carmelita Fox makes a "I can't believe I'm doing this" monologue. As Fox talks, we learn that the head of Interpol wants Carmelita and Sly to go undercover as criminals to discover why they are disappearing -- and she had to make it look good, as she knows Sly is faking memory loss.
 * Episode #1: "Payment From A Black Sheep" -- Caremlita and Sly work on dealing with a fake Sly Cooper and defeat him -- revealing him to be a black sheep of the Cooper Clan, who is dying. He explains that someone copied the blueprints of Bentley's Time Machine -- but he dies before Caremlita can ask him -- who paid them. A surprising voice answered, "Me." It's Bentley -- fully healed -- and with him is Murray, Penelope, and The Guru.
 * Episode #2: "Thief Like A Egyptian" -- The gang travel to the time of Slytunkhamen II Cooper, and meet him and get his pages back into the books, as well as defeat a smug snake villain (a real snake who's smug as they come in villain hood) -- Alexandria, Egypt is the area -- and the final battle takes place in the burning library against the smug snake's helper, Werk.
 * Costume: Egyptian costume with the ability to become invisible for a short time frame.
 * Episode #3: "Knight of a Thief" -- The gang travel to to the time of Galleth Cooper of the Knights of the Cooper Order and help them against the the evil routines of Werk - and deals with a villain who thinks she's the Black Knight's descendant -- unaware that that's one of Galleth's many aliases.
 * Costume: Knight Armor -- Thinner than the Shogun armor in Japan -- Sly is protected from all physical harm, but he can't use his cane -- but he does have a sword to go with it.
 * Episode #4: "A Sunny Encounter" -- Salim al Kupar of Arabia is the next time period that the gang hit. They help him out by getting rid of Werk. Week's voice starts to become semi-familiar to Sly.
 * Costume: The Persia costume that makes Sly go faster.
 * Episode #5: "I Take The High Road" -- Ireland is the landing point for the gang here as they deal with Slaigh's anger, and Werk's nasty tricks and the new villain's plot. In the end, the gang get Slaigh's pages back into the Theivus Racoons.
 * Costume: A druid costume allowing Sly to slow down time.
 * Episode #6: "A Chaos Spiral" -- This time period is where the gang get to meet up with Riochi Cooper and deal with El Jefe.
 * Costume: Shogun costume that protects Sly from fire and sends fireballs back.
 * Episode #7: "A Pirate Life For Me" -- Back to Blood Bath Bay -- at the point of their founding -- as this is where "One-Eye" Cooper is in charge -- and she has some pages -- but they work for her to get the pages by taking down a problem for them.
 * Costume: A pirate costume that allows Sly to have the strength to lift up heavy stuff, but at the cost of forgoing the Thief Aura.
 * Episode #8: "Go West, Young Thief." -- Carmelita and Sly are shocked to see that Sheriff Fox is in league with Tennessee "Kid" Cooper -- as they deal with Werk -- who had finally become Clockwerk -- and deal with Clockwerk's dangerous Iron Horse that makes the three Iron Horses under Jean Bison in Sly 2 look like a kid's remote control train.
 * Costume: Cowbody costume -- This costume allows Sly to use a gun (the gun is similar to Carmelita's shock gun, but uses the same button as Sly's cane.)
 * Episode #9: "The Cooper With A Thousand Faces" -- Thaddeus Winslow Cooper III's London is the next stop for the gang, for the next piece of the book. Thaddeus disguises himself as some of the Gang Members to sneakily help them out of danger.
 * Costume: Dear Stalker costume -- Sly can early turn into any guard by using the O button while wearing this -- even if the guard is facing Sly.
 * Episode #10: "Up In The Air" -- Otto Van Cooper's time period. The gang meet up with him and deal with Clockwerk's latest deadly machine as well as the plot of General Mandrill, Dr. Mandrill's dad. After this defeat, General Mandrill surprises the gang with information -- Dr. M couldn't fight Sly in the vault, as he was DEAD because of Conner Cooper's final heist.
 * Costume: Mechanist -- Allows Sly to repair damaged things.
 * Episode #11: "My Dad -- The Thief" -- The gang reaches the time of Dr. M, Mc Sweety, and Cooner Cooper. They learn a lot of stuff and try to stop Dr. M's death, but ultimately fail. It turns out Sly is hiding out after hearing voices, getting a lot of surprise information: 1) Neyla is the head of the Klaww Gang, 2) Arpeggio had built a cloning device, 3) Dr. M is going to be the first test case for it, and 4) the Klaww Gang used Sly to get rid of The Fiendish Five by having Clockwerk kill his parents. "Anger" is "too sissy" of a word to describe how Sly feels about this.
 * Costume: "Doctor" -- Similar to the Mechanist - but this allows Sly to heal a person.
 * Episode #12: "Now It's Personal" -- This takes place in the present day as the gang decide to get revenge on Arpeggio and Neyla. After destroying the Klaww Gang's cloning machine and giving them the beat-down, we learn that Clockwerk had invented cloning before "One-Eye" Cooper was born.
 * Episode #13: "The Robotic Owl" -- This episode takes the gang against Clockwerk's clone -- but before the gang wreck Clockwerk's weapons and his cloning machine.
 * Ending: Fox stated the adventure had took past her retirement from law enforcement. Bentley explains he two helpers from the Cooper Family, but he's keeping the other member secret. After the credits, we learn that Bentley got the information for the entire adventure though time from Sly's own kid.

Thieves in Time will feature a similar structure to 3... BUT AWESOME.

 * Why did Sucker Punch take us through the Cooper vault at the end of 3, introducing us to all of Sly's ancestors? Because in 4, Sly will have to pull off a caper that no gang of thieves alive can pull off. So, he'll use Bentley's time machine to get some thieves that aren't alive; namely, his ancestors. Sly 4: It's a Family Affair.

Sly 4's villain will be...
Clockwerk.

The Big Bad of Sly 4 is collecting every single "Theivus Racoonus" page from every era that had a Cooper member.
According to the Word of God from the New Gods of Sly Cooper, "Sanzaru Games", the Big Bad of Sly 4 is a collection. Since the plot deals with the pages of the "Theivius Racoonus" disappearing and getting lost in the time stream, this must be the Big Bad's goal.

There was no Noodle Incident between Dr. M and Sly's father. He was angry because...
... he believed that, by dying against the Fiendish Five, Sly's father betrayed the team, and him especially. Yes, his obsession for the treasure of the Cooper Vault is from selfishness, but also in a twisted sense of protecting what is left of the good times he and McSweeney had with Mr. Cooper. And he wasn't about to let a "selfish weakling's" son take the treasure that McSweeney, Mr. Cooper, and Dr. M himself collected over the years.

The Future levels in Thevies in Time will have a Cyberpunk aesthetic.

 * Just watch and see the Blade Runner references and Matrix references.

Clockwerk will have a Multiple Choice Past
It doesn't seem too out of the question.

---

Sly's father's name is Claude.
He was a kleptomaniac from Cleveland who specialized in copping clean copper clappers that were kept in closets.

The Big Bad of Thieves in Time is...
A future/alternate Bentley, who became jealous of the Cooper Clan (just like Clockwerk and Dr. M before him) after travelling through time and seeing all the previous Coopers, so he steals the pages of the Thievius Racoonus. Present Bentley realises this and goes back in time to when he built the time machine to destroy it, stopping himself from ever having travelled through time and from ever having stolen the pages.