Question: What happens to the Natives? After the first contact with Denham & Co and the sacrifice of Ann they make no further contact with the group, even when the group are inside their village at various points after this.
Question: If the wall around Skull island was built to keep Kong and presumably other creatures such as the dinosaurs in, why was the gate made large enough for them to get through?
Chosen answer: The original creator of King Kong, Merin C. Cooper, wrote a novel adaption of the movie in which it was explained that the gates were built by a earlier culture of islanders that were friends with the "Kong" race. The "Kongs" helped the original islanders to build their village and the wall (thus meaning the gate had to be big enough for the giant gorillas to walk through). By the time of the events of the movie, the original islanders have "died out" and their old village had been taken over by a race of more primitive natives who became enemies with the Kongs, and were trying to use the gates for safety.
Question: Would it really be possible for an ape as large as Kong Kong to climb up the Empire State Building as shown in the movie?
Answer: I assume you mean, could the building take his weight, not whether an ape would really have the ability to climb a building (if that's what you mean, then it's definitely yes...apes are great climbers). Assuming Kong is proportionally as heavy as normal-sized gorillas, which tend to be in the area of 160kg (~350lbs), then he weighs over 80,000kg (89 tons, give or take). The average human weighs about 62kg, so that's about 1,300 humans, and the capacity of the ESB is over 13,000. So, assuming the building is mostly, or even half, empty while a giant gorilla scales it, the building could handle his weight.
Keep in mind, though, that the weight allowance for the building assumes people on the floors of the building, not climbing on the outside. The outer structure of a building isn't designed for massive creatures climbing on it. While the building as a whole would likely survive, there would be significant damage as Kong would be breaking windows and pulling stone off it as he made his way up.
Question: In a trailer for this movie that was shown in theaters we see Jack and film crew shooting a scene on the shore of the island when Jack tells Ann to scream and while she does, we hear Kong's roar. However, in the movie that scene is missing. We get to see Ann screaming while Kong roars when the film crew encounters the natives for the first time and one member gets shot by an arrow. What's the deal with that? That cannot be the deleted scene as if it was like in the trailer, the movie would have a totally different plot?
Answer: Trailers often have scenes that don't make the final cut of the movie. There was a shot in the trailer for Lord of the Rings III where Merry tells Pippin, "We will see the shire again." That scene did not make the final cut of the film either (not even in the extended edition). It's not unusual (although the Kong example is a fairly extreme one: such an elaborate set-up).
Question: How in the world did they get Kong onto the ship?
Chosen answer: Since it was not shown, there can only be speculation. However, I would assume they used an elaborate pulley system, possibly with one or more of the rocks taking the Kong weight. There seems to be plenty of room on the deck for him and, with a lot of the ships load jetissoned, it would be lighter. Then it would simply be a case of securing him and making sure he didn't wake up... no problem with the amount of chloroform on board.
Question: Does anyone know, or has anyone noticed if Peter Jackson makes a cameo in this film?
Answer: He appears as one of the biplane gunners in the closing sequence. Other cameos in this sequence include Rick Porras, Jackson's co-producer on The Lord of the Rings, and Frank Darabont, writer and director of The Shawshank Redemption and The Green Mile, also both playing gunners, and Rick Baker, make-up artist extraordinaire who played Kong in the 1976 remake, appearing here as one of the pilots.
Answer: They scared them off with their guns. In the scene where they capture Ann to sacrifice her to Kong, Denham and his men come to rescue her and when they start shooting the natives hide. It's never fully explained but the most likely answer is that they are too scared and have even moved villages or are just hiding really well.