In "Dealer's Choice", Jake remarks that he thinks the Devil lives in New Jersey. In, "I of Newton" the Devil appears in human form with a T-shirt that temporarily says in one scene, "Hell is a city much like Newark".
In "The Burning Man," the lake that Aunt Neva and Doug swim in is the same lake that was previously seen in the Episode 2 segment, "Dreams for Sale."
"The Burning Man" takes place in July 1936.
"Act Break" has no closing narration. "The Burning Man" has no narration, at either the beginning or end.