<div style='font: 9pt ; text-align: left; '>Natalie used him to get rid of Dodd, who was after her for the coin Jimmy owed him, AND to get revenge on Teddy, who she found out had Jimmy killed. If you remember the end of the film (beginning of the story) Teddy admitted that he had killed John G. a year earlier, hence that picture he slipped under his door halfway through the film. Teddy was using Lenny as kind of a "cleans the world of evil" personal crusade (sick fuck), so he wasn't a "dirty" cop, per se, but one more sick of not being able to do anything because of the law. He gave Lenny the clues and protected him. Also at the end, you realize that it was actually Lenny that initiated the killing of Teddy since he wrote down a few clues for later before he forgot, such as the licence plate and the "Don't believe his lies" on the picture (it may have been "He is the one" or something). Without those clues, he would never have killed Teddy. So he and Natalie both wanted him killed, which was a neat twist.
Just to clarify: you do know that Lenny was, in fact, Sammy Jenkins, right?</div>
<center> <i> <b> I apologize profusely for all of my actions over my 3+ year tenure at The Otherworlds Shrine. I now understand that I was completely wrong in all of my beliefs, opinions, and actions and that I insulted everyone and their mother with every word I spoke, intentionally or not. I know that nothing I say will ever be enough to overcome such atrocities, but I promise I will change for the better. I humbly ask for all of your help during this trying time, although I know I am not worthy at all. Thank you for your patience and understanding and I hope I can learn from all of your expertise in helping not only get back on the right path of life, but also avoid any possibility of every going back onto the wrong one </center> </i> </b>