1) In the past, Kimbly has transmutation circles on his palms in order to make people explode. Notice that now in the future he does the clappy thing like Ed and Izumi. Why do you think that is? Episode 40 will demonstrate the difference but you can see it in past episodes too.
2) In the preview for episode 41, Ed says something along the lines of "That voice, it...sounds familiar" as a lot of people are walking into a large room. I think the dad is behind the whole thing. I can't think of one good reason why, but that's my intuition. Lyla's suddenly there, the philosopher's stone is going to be made, and all the homunculus are heading to Lior. Assuming Lyla is Dante is some manner, we know Dante knows about Hohenheim and supposedly where he is. Seeming kind of anti-philosopher's stone, I think it's kind of weird that she'd show up, though. Lust distinguishes the difference between "that person" and Pride in episode 39 at the end. Unless the translation confused me and they aren't the same person, someone's in control of all of this. It would have to be the dad, because nobody else would be a good choice. The only thing that would make sense is that we know he's seeking the philosopher's stone. What I don't understand is why he'd allow his kids to be killed (and possibly have ordered that), what he'd even do with the philosopher's stone if he got it (I don't really see a motive for him obtaining it other than power, which is pretty boring), and how Envy would hate him and still follow him at the same time. I want him to be a good guy and have a good excuse for disappearing, but at the same time I think the story would be better if there was an amazing reason I haven't been able to think of yet that explains why he'd be behind all this. Who else would make a worthwhile bad guy? I can't think of anyone else that would make the story come full-circle so well. Still, they'd have a lot of explaining to do. Oh, and I forgot the mention--I think Envy said (I really have no idea but I'd expect it from him--I know someone said it) that if one of the other Homunculi died, "he'd" make another one. That's another hint.
3) Scar's brother (Bruce?) appears to have not been harmed by performing human transmutation.
Izumi created Wrath.
Scar's brother created Lust.
Ed/Al created Sloth.
Supposedly Dante created Greed.
??? created Envy a very long time ago.
??? created Pride.
I can't think of anyone old enough, dead or alive, who could've created Envy. I don't know who the hell would want to revive Gluttony. I like him as a character, but can you imagine anyone loving him that much? I guess he was probably different when he was alive, but jeez, he's creepy now. I'm guessing the Fuhrer died (stabbed in the eye, maybe?) at some point and was revived by "him" (who I think has to be the dad but I'm sure I'll be getting a lot of you disagreeing with me).
4) Winry's conveniently going back to Rizenbul (I've given up on spelling that correctly since it seems to change every episode) so Ed and Al may be going to get the bones of their mother...or something...
I had other things too but I forgot what they were. I guess this is a good place to start. I'd like to see what other people have noticed/are thinking about this stuff...