I live in Cincinnati, and this is the answer I came up with in April 2010 on Twitter:
@johncusack From someone in Cinti re: your #HTTM shoebox: It's my theory that you stole one of the city's flying pigs and had to hide it.
@skippercollecto that's it
I know the links don't work but you can copy and paste them to see the actual tweets.
http://twitter.com/#!/skippercollecto/status/11951661963
http://twitter.com/#!/johncusack/status/11952260780
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it is probably a fetus as Jacob suggested but it is not ever revealed.
it is probably going to be explained in the possible sequal hot tub time machine cincinatti
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