These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Some suspect that Mr. Pink is obsessed with appearing professional because he actually has no idea what he's doing.
Pink: This is bad, this is bad, this is bad..."
Pink looks at the injured Orange, then at White: Is it bad?
Also, you could argue that the reason why Mr Orange was so upset at first was not only because of his wound, but also that he just injured a civilian and witnessed a lot of people (mostly other cops) being shot while pretending he didn't care about them. Just pay attention to his face during the flashbacks. The dialogue would certainly back this up. As White drags him into the warehouse, Orange says something like "She had a baby, man, she had a baby" - which suggests that he's more than a little rattled about having killed that woman.
Some believe that Mr. White was actually in love with Mr. Orange and use it to justify him betraying all of his close friends to protect Orange.
Who is the hero of the movie? Mr. White? Mr. Orange? Both of them? Neither of them? It's entirely up to the viewer.
Complete Monster: The psychopathic Mr. Blonde is hinted to be unequivocally callous throughout the first half of the movie, even though he seems calmer and more clear-headed than his partners-in-crime, who seem wary of him. Before the first scene, he has turned a simple robbery into a massacre and it's told in a flashback he had a history of raping "punks" in prison. Right before Mr. Blonde's infamous torture of the cop, we feel positively uneasy when the hardened criminal Mr. White dreads leaving the cop alone with him, which is completely justified. It also says something about how dangerous he is that the only reason why Mr. Pink trusts him is because he's too much of a psycho to rat them out. However, even being the biggest psychopath of this wild bunch doesn't stop him from tipping the waitress (and joining the others in telling Mr. Pink to throw in his tip) in the first scene.
Counterpart Comparison: Mr. White happens to be a resemblance to Fu from City On Fire. Both men are thieves who gets involved in robbing the jewellery store for diamonds. But after their heists goes horribly wrong, both men wants to get out of their situation alive and at the same time, bonds with their friend, who unbeknownst to them, is an undercover cop.
Cult Classic: Made only $2.8 million at the box office (though this was still about double its shoestring budget), but is widely known and beloved these days, especially once Tarentino's Pulp Fiction was a smash hit and audiences doubled back to his first film.
Ensemble Darkhorse: Mr. Blonde. 1001 Movies You Must See Before You Die aptly described Michael Madsen's performance as "creepily mesmerising".
Evil Is Sexy: Mr. Blonde. The fact that he's played by Michael Madsen certainly helps.
Fanon: There are two popular, but mutually exclusive, theories about this movie's connection to Pulp Fiction, which many fans accept as canon.
The events of Reservoir Dogs occur at the same time as the events of Pulp Fiction, and the police never seem to notice any of the violent crimes in Pulp Fiction because they're occupied with the jewelry heist and it's bloody aftermath.
The mysterious briefcase in Pulp Fiction contains the diamonds from the heist in Reservoir Dogs. This has at least some basis in fact, as Word of God has confirmed that the briefcase was supposed to contain diamonds in the first draft of the movie.
Ho Yay: Mr. Orange and Mr. White in particular, as they get pretty damn emotionally intimate for two people who don't know each other too well (there's even a scene that features a Security Cling) and also Mr. Blonde and Nice Guy Eddie.
Moral Event Horizon: The characters talk plenty about how bad it is to leave someone alone with Mr. Blonde, but you have no idea how much they mean it.
Nightmare Fuel: After watching this movie, you will never be able to hear "Stuck In The Middle With You" the same way again.
Tear Jerker: The final scene between Mr. White and Mr. Orange.
Strawman Has a Point: Mr.Pink had the right idea in that the gang should have found another location the minute the heist went bad. Even if the undercover cop scenario wasn't a factor the level of carnage the gang made to escape would no doubt leave a trail to their hideout.
Too Dumb to Live: Mr. Orange telling Mr. White he's a cop. There was no scenario in which this reveal would help either himself or anyone else at that point.
A case can be made for The Last Dance; he's been shot in the stomach twice by this point, and has been bleeding to death for most of the movie, and Mr. White's stuck his neck out for him above and beyond — he's dead anyway, so why not? The worst that can happen is that he dies slightly sooner.
More likely he just feels incredibly guilty about the guy risking his life for him after everything he's done. He spends his last moments desperately apologising, looking like he's not exactly rational.