The celebrity caller in this episode is Shelley Duvall (Caroline) who feels like she's not making any progress with her therapist (who, unbeknownst to Frasier (Kelsey Grammer), turns out to be Niles (David Hyde Pierce)).
The first season finale to do "Thanks for Calling" during the end credit.
The title card before Act Two reads, "There is Nothing Wrong With Your Television." This is a nod to the 1963 science fiction TV series "The Outer Limits," which began with a eerie disembodied voice stating, "There is nothing wrong with your television set. Do not attempt to adjust the picture. We are controlling transmission..."
At one point, Roz threatens to call Amnesty International because the Cranes are 'torturing' her. Peri Gilpin, the actress who plays Roz, is actually a member of Amnesty International.