This is something I've really thought about a lot. There are so many plot holes in the PT, some less obvious than others that I've never actually seen addressed by even the most probing of fans.
First of all, Anakin Skywalker's upbringing. Owen Lars states knowingly to Beru that he is afraid of Luke having "too much of his father in him", which infers that he actually had some experience with Anakin and certainly not that he was a mere step-brother who came into his life much later on and only momentarily.
Also, during the scene in Obi-Wan's hut it is revealed that Owen Lars thought Anakin should have "stayed here" (Tatooine) and not gotten involved in the Clone Wars. This suggests two things; first of all that Owen knew Anakin while he was living on Tatooine, because it would otherwise be nonsensical for him to make judgements about his leaving Tatooine (particularly when according to GL's PT staying would have meant remaining a slave, something even the gruff figure of Owen Lars couldn't have supported). Secondly it suggests that Anakin left Tatooine with the specific purpose of "getting involved" with the Clone Wars in a "damn, fool-idealistic crusade" with Obi-Wan. This scene does not suggest at all that Anakin left Tatooine before the Clone Wars. He left in order to become a Jedi Knight during the Clone Wars, if my reading of this scene is accurate.
Another hint as to the relationship between Anakin, Owen and Obi-Wan is given when Owen states that he believes Obi-Wan to have died around the same time as Luke's father. As both Anakin and Obi-Wan are, in fact, alive this could be taken to mean that Owen was aware of Obi-Wan's metaphorical perception of the "death" of Anakin Skywalker and applied the same judgement to Obi-Wan himself, perhaps believing him to have surrendered himself to the new persona of "Ben Kenobi".
Another thing that's very up in the air is the nature of the Clone Wars. In "Dark Empire" Luke finds himself on board a "dungeon ship", which he says is the same kind they used to transport Jedi during the Clone Wars. It's possible to speculate, then, that the Clone Wars may have been a war against the Jedi, involving mass execution and imprisonment of the Jedi. Anakin may have switched sides in this war in order to enjoy the greater power of the Dark Side having been corrupted. At which he point he "helped" hunt down and destroy the Jedi Knights. "Before the Dark Times, before the Empire..."
Well, that's all I can think of off the top of my head...