In the form of a What the Hell, Hero? for Sparda, several fans have wondered why exactly Sparda didn't leave his family with the Vie de Marli for safekeeping considering that he helped them kill an evil demon god (thus meaning that they probably owed him a favor) and that they were more than capable of warding off some measly demons sent by Mundus. The potential problem is never addressed in-game.
Considering Sparda's age, it's quite possible he helped the Vie de Marli decades before meeting Eva. We also don't know what happened to Sparda, maybe he planned to do it but was killed before he could.
I was going through the Hard difficulty on Devil May Cry 4, and getting my rear handed to me by Dante. On the third try or so, I was getting a bit frustrated with the fact that he kept pulling out all the extra weapons that he didn't have on the Normal playthrough, then I realized: Hey, I'm going through a New Game+, that means all the stuff I've gotten carries over to the new game, and yes, that applies to Dante too, even before I get to play as him! - Reflextion
In Devil May Cry 4, Nero could (theoretically) use Devil Bringer to save Kyrie on at least two occasions. However, the only things you use the Devil Bringer for in-game is as a grappling hook against non-corporeal targets or to lay the smackdown on the bad guys, neither of which requires a delicate touch. Perhaps the Devil Bringer is incapable of being used in a gentle manner?
Also, rewatch the cutscene in which Kyrie first sees the Devil Bringer. Nero tries to hide it behind his back, which would be hilarious if it weren't so tragic. He doesn't even want her looking at the mark of his curse (as he sees it), let alone coming into contact with it. It was no accident that the final cutscene of the game had Kyrie interlacing her fingers with those of the Devil Bringer - it was the ultimate sign that she had accepted Nero for who he was.
In the second Nero vs. Dante battle, Nero's final attack is identical to the one Vergil used in Devil May Cry 3 to defeat Dante. However, Dante stops Nero as he has become more skilled. Although it is ridiculous that Nero would know Vergil's attacks, it could have been made to hint that he really is Vergil's son.
Actually no, Nero's last attack was a variation of Dante's own Stinger attack, Vergil's attack in DMC 3 was merely deflecting Rebellion away and then impaling Dante while just standing there. It's more a case of Nero trying to use Dante's own moves against him, and failing because Dante saw it for exactly what it was. If anything, Nero was under the influences of Yamato itself, which was originally Sparda's sword, as he's too old by the given canon timelines to be Vergil's son, despite what Moriashi Bingo wanted to imply.
Many people wonder why Cerberus, a hellhound, is an ice elemental in DMC3. Anybody who has read Dante's Inferno (or at least studied up on it), however, would know that in the ninth circle, Satan was encased in ice. Another nod towards the epic, perhaps?
The third circle of Hell in The Divine Comedy where Cerberus is the guardian is mentioned to constantly be rained upon with cold, miserable slush. DMC's Cerberus may be a bigger reference to that.
And the level on which the fight against Cerberus takes place? Level number 3.
A bit of a meta-example, and may also be a bit of a stretch, as it was one of the things responsible for Devil May Cry 2's much weaker reception. Why is this game easier than the others? Because it's the latest in the series' Anachronic Order, and Dante has taken several levels in badass by then, making the enemies in DMC2 weaker in comparison. The game's easier because Dante is just that powerful now.
The final boss arena in Devil May Cry 3, where you fight Vergil, was not listed in the map, and therefore, it has no name. However, there is actually a possible name. It is a river that flows in(to) the underworld. What is the name of said river? The River Styx.
One peculiar trait of Nero in DMC4 is that he swings the Red Queen around with just his left hand for a majority of his attacks. It seems like a pretty odd way to make him distinct from Dante. However, it may have served as a subtle connection to another character. Earlier in DMC3, Vergil is shown wielding another BFS of the series, Force Edge, with one hand. Considering that Nero seems very similar to Vergil, perhaps this was done to further establish some relationship between them.
There's also the fact that his right hand started in a sling and ended up a demonic claw, he might just be using his left hand to swing the Red Queen and fire the Blue Rose since it's still human and easier to use them.
With all those actions Dante got and Sparda being left in the backstory, it seems that another game that stars Sparda would be fitting, until this troper realized: you don't need Sparda as a main character. Whenever you use Sparda's costume, you're already retelling his tale!
In Devil May Cry 3 Lady, after being caught by Dante as she was falling from the tower, shoots him in the head. Moments later he leans back, showing no reaction to the damage and she muses that this means Dante's a demon too. She couldn't have had any reason to suspect it before that moment, everything she's seen him do is within her own abilities. What exactly would she have done if he had died from that, mourned her murder of a human? Does she make a habit of randomly shooting other people who are killing demons to see if they're secretly demons?