Tom Noonan and Ted Levine, who star in this episode, have both played villains in different Hannibal Lector films. Tom Noonan played Francis Dollarhyde, The Tooth Fairy, in Manhunter and Ted Levine played Jame Gumb, Buffalo Bill in Silence of the Lambs.
While Joseph Black Moon is being baptized, the congregation sings "Pass Me Not, O Gentle Saviour". This song doesn't yet exist at the time the show takes place though. The lyrics and music were written in 1868 and 1870, while the show takes place in 1865.
A man asks Cullen if he is a gunslinger but this term wasn't used until 1920, in a western film.