Although this episode was broadcast halfway through the first season, it was actually the third episode filmed, produced between Decision in the Ring (1963) and Smoke Screen (1963). Its initial airing was in the unenviable Christmas Eve slot, implying the network had little confidence in this offbeat episode, though history has proven it to be among the most popular of the series.
First episode to actually show the one arm man.
During the flashback, after the fight with his wife, Dr. Kimble leaves the house and goes for a ride. He stops for a cigarette along the road near a lake and looks down at a boy fishing in a boat. This is the same lake that was used in several scenes of The Andy Griffith Show (1960).
This is one of two times when there is no opening narration. The other time occurred in Echo of a Nightmare (1966) in Season Three.
The title refers to southern Illinois, which is also known as "Little Egypt". The town at the southernmost point--where the Mississippi & Ohio rivers meet--is Cairo, possibly inspired by the "other" Cairo's location near the Nile Delta (the etymology is somewhat disputed). In the plot Kimble and Ruth Norton make several references to Little Egypt, IL, being her "home", but they never specify a city or town. If it was Cairo, no wonder Ruth Norton got out of there and high-tailed it to SF: between 1920 and 2010 they lost over 80% of their population, and as of 2014 it stands as a decrepit, scary shell of a town that makes Detroit look like Dubai or Hong Kong in comparison.