The Punisher/WMG

Ares is the voice in Castle's head
During The Punisher: Born, a voice in Frank's head keeps confronting him about his feelings toward the war that he enjoys coming to an end, and goads him toward making a deal that would ensure a never ending war for Frank to fight in. When asked who or what it is, it just mentions that it is in the same kind of work as Castle. A lot seem to believe it is death talking but I think it is but Ares, the Greek god of war, who in the Marvel Universe happens to be the only character aside from The Punisher to wear a uniform featuring a white skull on a black background on his chest.
 * That actually makes a lot of sense. If Frank is indeed Ares unwitting "champion" it would certainly explain how he's been able to survive multiple decades of crimefighting, let alone continue to do so at 60+ years of age.
 * Frank Castle is the reason Ares exists. Think about it. The Norse gods, but not the Greek or Roman gods exist on earth. Yet bam, there's Ares. I think Frank Castle embodied Ares on earth so perfectly (a one man engine of death and destruction, locked in unending war) that Ares returned to existence. Which explains why Ares and Frank Castle share a lot of traits. Ares' appearance is based on Frank Castle.
 * Nope, the Greco-Roman pantheon exists. There's Ares, Ares' kid son Phobos, Hercules, Hera, and Athena as major players right now (the Hindu and Egyptian gods also exist, but they seem to like juts haning out, keeping quiet and wtaching people ooh and ah over their artifacts). Ares has been around for ahwile (until the end of Seige, anyways) becuase there's always war somehwere. Plus, a lot of the stiff the Punisher does is very sadistic. Ares, despite being the God of War, Murder, and Killing, is very, very forceful about the fact that he is "NOT! [the god] OF! SADISM!" so even he might get a little sick at what Frank does sometimes. The uniform is oddly similar, though.
 * We're talking about the MAX version, though, who generally eschews sadism in favor of thoroughly wiping out the enemy. The Slavers is the exception, not the rule.
 * Pertaining to the 616 version: It is hinted by Khonshu in Moon Knight vol. 4 #9 that the Punisher is an avatar/servant of either Ares or Death.

Jigsaw is descended from Ladd Russo
Jigsaw's real name is Billy RUSSO, is a member of the mafia, and was very handsome before Frank got his hands on him. Ladd from Baccano is also a handsome mafioso. Obviously, Jigsaw is Ladd's son or grandson.

MAX Punisher did not escape again between The Cell and The End
These were two one-shot issues set apart from the normal timeline. It was never stated when The Cell took place. Admittedly, Punisher looks relatively young in that special, but beyond that it would fit perfectly, as the last thing he says in that special is that he's waiting for "the end".
 * That's...actually a really neat idea. However I recall that In the Beginning starts off with Frank saying "the old man from the park is long since dead. So are his soldiers. So's the shooter" or words to that effect, which I always took to mean the Cell was before, when Frank was in his late 30s or 40s.

Punisher: The End is the canon end of the MAX universe.
It was set Twenty Minutes Into the Future and published in 2004, so it could work as long as Marvel ends the line relatively soon.

The Punisher doesn't kill Kingpin, because of lingering mental controls.
When the Kingpin had third rate psychic The Persuader brainwash Frank Castle, he had the guy place into Frank's mind subtle commands to avoid going after the Kingpin. While Frank broke with the overt control, he never did overcome the subtle commands. And so, he justifies reasons not to go after Kingpin.

The Russian ( movie version ) was the result of a Soviet effort to duplicate the Super Soldier Serum
For which he was a partial success: it gave him extraordinary strength, reflexes, and durability. . . but also gave him significant psychological problems.