Into The Fire
- Could just be a colloquialism meant to suggest that the group is entering a dangerous scenario with no literal fire involved (i.e. "out of the pan, into the fire"). Needless to say, Ch. 1 of Ep. 5 will probably be suspenseful, perhaps involving the zombie horde from the train tracks.
Twice Shy
- There is another common colloquialism: "Once Bitten, Twice Shy;" meaning that once one has been in a bad experience, they will be more cautious the second time around. No idea how this will tie into the plot, but it could involve Lee's bite and perhaps a second attempt on his life.
There Ain't No Way
- I agree with everyone above who noted that this sounds like something Kenny would say. Distinctly, I remember him saying something like this when Lee was trying to get him to stop the train: "There ain't no way my boy's going to live," or something like that. Personally, I think that both the title of this achievement and the plot in general are pointing towards Kenny's safety being threatened here. It's just a guess, but it'd be a great segue into the next chapter, which is called...
Mercy
- You have the choice to kill someone either right before they reanimate or directly after. Perhaps Kenny. 'Nuff said.
The Marsh House
- I believe the group, short on leads at this point and not knowing where to look for Clem, will take Lee's suggestion to investigate The Marsh House, where her parent's used to stay on trips to Savannah. No idea what will happen though. Personally, I think Ep. 1 made it pretty clear that Clem's parents are dead, but this series has surprised me before.
What's In The Bag?
- I think that this HAS to be a reference to the infamous scene in the brilliant psycho-thriller movie Se7en, in which Brad Pitt's character discovers his wife's severed head in a box after continuously crying out "What's in the box? What's in the box?" Perhaps the man who kidnapped Clem will psychologically screw with the group somehow, and he'll be even more sick than we could've imagined? Also worth noting, if this is indeed a reference to that scene from Se7en, Brad Pitt's wife's character in that movie was pregnant.
Will Omid go on a psycho rampage upon discovering Christa's severed head in a box? ... I hope not.
Stay Close To Me
- Simple, Lee finds Clem after much tribulation, they have some sweet moments, Clem doesn't want to let go, they say their goodbyes, everybody cries.
What Remains
- I think that this part of Ep. 5 will be mostly involved with explaining what happens to the group and where everyone goes post-Lee's death. There also could be some kind of tie-in for a potential season 2.