The Irony of Who Commits Suicide
When Harry tells that that he has come to Bruges to kill Ray, Ken tells Harry that "[Ray]'s suicidal. You're suicidal. I'm suicidal. Everybody's f*cking suicidal, but we don't go on about it do we?" Ken utters these words, but ends up committing suicide anyway.
Harry
One of Harry's core principles is that if he kills a child -- on purpose or inadvertently -- then he will commit suicide. He ends up killing someone who he thinks is a child and commits suicide. However, the person who he kills is actually a midget.
Ray
Ray is the first person the audience would expect to die (after all, he says he wants to kill himself). Yet, Ray is the only one of the three (Ken, Ray, and Harry) to arguably survive.
Professional Hitman or Novice?
Ray is supposedly a professional hitman, yet botches a job so badly that his boss -- Harry -- wants to kill him.
Harry and Ray: Harbingers of Death
During their final gun battle, Harry and Ray (both of whom are ruthless, cold-blooded killers) stop the battle so that a pregnant woman could get out of harms way. They typically have no problem taking human life, so this is a surprise.