Wolfe is Sherlock Holmes' son but he was raised by MycroftThus explaining the similarity. Upon the (for real this time) death of his younger brother, Mycroft, having learned of Nero's existence, arranged to have the boy brought to England from Montenegro; Mycroft raised Wolfe as best he could in memory of his brother.
Wolfe never knew his biological parents; he was raised as a member of Marko Vukcic's familyAs has been noticed elsewhere, "Vuk" means "wolf", the implication being that Nero is a relation of Marko's in some unspecified way. It seems most likely that Nero was adopted in the Vukcic family at some point, as Marko shares much of his past but otherwise does not resemble Nero much.
Wolfe spends his spare time investigating strange spacetime phenomena in New York CityThus explaining his peculiar longevity. These phenomena have been well-documented. And a refined intellectual like Wolfe can't keep himself occupied on orchids alone.
What Archie takes for Wolfe's asexuality is actually caused by impotency from a battle injury in World War I
Nero Wolfe is pen pals with Hannibal LecterTell me those two wouldn't get along.