The last episode spawned some theories for me.
1. Peter and Nathan are alive. Peter may have pushed Nathan away so he could fly away to safety. Besides, Peter can fly on his own. When he exploded, he'll just have to regenerate and fly back home.
2. After all the commotion with Sylar versus Peter at Kirby Plaza, with Parkman (the hot cop) being down because of bullet wounds, and with Nikki coming up to help Peter and bash Sylar with a parking meter, the Invisible Man was there all along, laughing and observing. (Just like in Peter's dream.)
3. Simone (Isaac and Peter's girl) is alive. Linderman may have brought her back to life when she died. After seeing the rooftop conversation between Simone's dad and Peter's mom, I realized they're all related to Linderman. (However, it's possible that Simone's dad didn't want to be healed because he doesn't want to have anything to do with Linderman). Another theory is, Simone is carrying Peter's baby so she has to live.
4. Simone's dad knew Peter was there because the freakin' door opened by itself. Who else can travel through time and become invisible. Maybe Simone's dad knew Peter will acquire those powers and come back through time to find answers.
5. Molly's "Boogieman" is not Sylar. It's the person who is far scarier than Sylar. It's the person she is afraid to locate because he knows where she is when she locates him. EDIT: I watched it again. I may be wrong. The Boogieman is the usual Boogieman, and this "Far worst" one is totally another person Molly is afraid of.