WMG / The Crow

Albrecht was formerly a cop in Gotham City, or some other city home to superhumans.
Explains how easily he goes along with the idea of a guy coming back from the dead.
  • Also, in Tim Burton's Batman, Commissioner Gordon addresses a young black cop as "Albrecht".

All the supernatural stuff is just an hallucination.
In the comic, at least, the circumstances of Eric's death and ressurrection are a lot more ambiguous. It's possible he was only clinically dead for a short period. His visions of the afterlife and apparent inability to feel pain are simply due to one or more factors including brain damage, drugs and/or simply going insane with grief and anger.

The various Karas warriors are incarnations—or even a sort of "sub-species" of The Crow.
"Karas" actually means "raven" in Japanese, and the supernatural elements, including the near-death nature of the protagonist, seem to match up. The fact that every city has a Karas may hint at a different but related type of power.

The identity of Top Dollar and Myca's unnamed father...
...is John Milton, aka the Devil himself. It would certainly explain the incest and the fetishization for fire. And TD even has a throaty rasp like his dad!
  • As for why they didn't figure into dad's plans, maybe Myca was barren?
http://tvtropes.org/pmwiki/pmwiki.php/WMG/TheCrow