Idiot's Guide to The Drop or The Unexpected Virtue of Ignorance
The number of posts by individuals who completely misunderstand a movie with 6 characters in it is mind boggling.
Bob is exactly what he seems to be: a somewhat simple, but street smart ex-soldier for Marv's crew who has accepted the Chechen takeover of Marv's criminal enterprises. He evidences this when discussing Marv's ongoing bitterness re the Chechen take over while collecting the non-dumpster trash cans: "that was ten years ago" he says to Marv. Marv replies "no that was eight and a half years ago... eight and a half years", as if he resentfully counts the time that's passed frequently. Bob has moved on from that chapter, Marv has not. Bob is also lonely and dependable, but guilt-plagued (see: daily Mass attendance sans Communion).
Marv is what he appears to be: a former small-time gangster who wants payback for the loss of his criminal enterprise and a return of the perceived respect he thinks he was afforded while loan-sharking (he lectures Bob about the respect he once had in the scene where he tells Bob the he's too ill to work super Bowl Sunday). He is a stubborn, bitter man who thinks he is smarter than he is. This leads to him foolishly view ripping off the Drop as a "sound business venture" (recall Bob quotes this term as Marv's reason for killing Glory Days while he is describing the real Glory Days hit to Deeds).
As for all the bones of contention:
1) The Chechens put the watch-arm and cash on the fence to send a message to Marv. Basically - "we know you probably did it Marv, don't be stupid again because we found the hand that acted as your instrument in no time flat". (see the boss Chechen's quote: "you're shoveling all right" to Marv when he and Bob are clearing the snow out in back of the bar - meaning the Chechen thinks Marv is shoveling *beep* aka lying).
2) Bob killed Glory Days because he was a loyal soldier in Marv's crew back in the day and was told to do it. Period. He killed Deeds because, as he says to Nadia after shooting Deeds: "you know he woulda kept coming back - that's what guys like him do". He was protecting Nadia, and himself, from not only Deeds but the Chechens as well (who would have killed him if he gave up the cash). He did not want to kill anyone ever again and this is evidenced by his remorse over the Glory Days hit (daily Mass attendance, Bob sitting next to Glory Days' oil tank tomb in his basement, etc) and his willingness to pay Deeds' ridiculous $10K demand at the kitchen table scene (Deeds no shows but Bob still takes the cash to the bar to try and avoid trouble).
3) The Chechens killed the watch wearing robber. They likely tortured him as well (maybe like the bolt through the leg guy got) but since watch-arm didn't know who set the robbery up he couldn't give up Marv.
4) Marv runs over watch-arm's brother because he won't go in on another robbery after Marv spills his Super Bowl heist plans to him and gets turned down while also tying up loose ends by silencing the only person that "watch-arm" could have given up after being snatched by the Chechens.
5) Nadia and Bob go walk the dog at the end. He doesn't whack her out, she doesn't refuse to go, etc. This is too obvious to explain, but ... we hear the wind chimes twice: when Nadia is going for her coat and when she is returning; we also hear her foot falls coming back and see Bob's semi-smile when she comes into view.
6) The Side Door. In New York's outer boroughs like Brooklyn and Queens, many home owners use their side door as their main entrance for every day ingress and egress. The driveway pulls up there and most side doors lead, as Nadia's does, into the kitchen. Therefore one need not trample through one's living room or squeeze by the steps to the upstairs when bringing in groceries or after getting your boots coated with filthy snow, etc. Nadia's side-door use is 100% accurate for a Brooklyn house. Bob has a vestibule entryway and thus he uses the front door.
7) To all the shrinks here: if anyone is a sociopath in this movie it's the Chechen gangster.
Ahhh, that fells better..