Rammus's Defense Curl deals an exact amount back while Thornmail deals a percentage taken back. The thing is, it looks like both of them act separately because of this. There really isn't anything else to stack though, because I don't believe there are other damage return items/skills, and Thornmail is Unique.

That's completely correct. If you watch the people who hit you, you can even see the 'attack return' animation play twice if you are Defense Curl'd and have a Thornmail.

Bumping for the new players' benefit.

You cannot drop items, but you can buy the highest item in the chain even without all the parts in your inventory.

For instance, let's say you were building Lich Bane which is something like this:

Null-Magic Mantle
(Amplifying Tome + Mana Crystal) -> Sheen
Blasting Wand

Now, if you have the following items in your six slots:

- 4 full slots.
- Null-Magic Mantle
- Sheen

You can click on the final item (Lich Bane) and pay for all of the items that you don't have. So for the price of a Blasting Wand (880) and the combine cost (950) you'd end up with the Lich Bane.

It's a left over from the previous consumeable item in that item slot. So if you had 2 health potions in first slot and 1 mana potion in 2nd slot, then use them and buy new items. The first item has a 2 and the 2nd a 1.