Oskar listening to the messages on the voicemail device, and then looking around his father's room for any memories and came across an envelope with a key inside and 'Black' written on the envelope with red ink
Oskar's decision to go around New York and find people with the last name Black and see if they know anything about the key. Oskar counting his lies to his mother and grandmother.
Abby Black's ex-husband confessing that Thomas Schell bought a blue vase from his father and the key must be the seller's key, forgotten in the vase. Oskar was disappointed it didn't lead to a possession of his dad's.
Extremely Loud and Incredibly Weird
Oskar and the renter went to go dig up Thomas Schell's grave, and it was empty as expected. However, they filled the coffin with valuables and the renter put all the letters to his son in it.
Oskar getting home after he puts all the letters his Grandpa ever wrote to his son in Oskar's father's grave. Oskar goes home to his mother waiting for him, and finds out his father called his mother the day the building had been hit.