Mary says that she and Hancock are siblings. He says "That's a lie - brothers and sisters don't kiss the way you kissed me last night." But moments before she said that they were known as gods in some cultures. Now take a look at the family tree of almost any major pantheon. It is entirely possible they were married and siblings. That leads to another Brilliance, since their kind were worshiped as gods for thousands of years they may even be the basis for any given pantheon in their universe.
During one scene, Hancock uses the word homo extremely liberally. It Crosses the Line Twice that he says it while in the modern day when homosexuality and same sex marriage are accepted. Then we figure out he's immortal and his last memory of his life was in the 1930s, a time where among most things, homosexuality was not accepted behavior. So he was really just saying what would be expected from a Fish out of Temporal Water.
Hancock lost his memories in the 1930s, he remembers everything he did since then. Though given his lack of connections, he's never really needed to get with the times.
Or he picked up hers. There's an implication that she was the volatile one and his issues right now have more to do with his isolation and mental loss.
Mary refers to them being considered Gods back in the day, generally in myths, Gods of Storms were never considered the most... Stable of their respective pantheons.
After Hancock leaves LA to save Mary, it's shown that he settled in New York City. Other than being on the other side of the country with plenty of distance, NYC is the perfect place for him. He's a legitimate superhero now, and where else would a superhero live?
Also counts as a Brick Joke. During a news interview, one of the local police captains asked why Hancock didn't take his shenanigans over to New York.
Part of Hancock's Character Development is controlling his powers, trying to avert his Destructive Saviour tendencies, which he seems to do so later in the film, making more controlled landings, less use of excessive force, but he doesn't seem to go through any training, and is considered to be because of his sobriety once he starts gaining popularity, but what else was he doing at the time? Spending time with the Embrys, he wasn't just gaining greater control, being around Mary was starting to De-Power Hancock.
What Is Mary's response to Hancock calling her crazy and cuckoo? Start a superpowered street fight with lightning and tornadoes in the middle of a very populated city street. Who's to say no humans were killed in that fight?
Yay! Hancock moved to NYC to be a superhero and let Mary live her life in peace... fast forward, about 80 years give or take, Ray will most likely be dead, Aaron will be an old man or also dead, literally the only person she will be able to turn to is Hancock, who can't/won't give up being a superhero, so Mary will have to either live a whole other life with another person, or on her own.