Was originally conceived by show runner David E. Kelley and The X-Files (1993) show runner Chris Carter as part two of a crossover between the two shows. Both shows aired on Friday nights, X-Files at 9 pm and Picket Fences at 10 pm. The shows' networks, CBS (Fences) and FOX (X-Files) did not approve of the crossover, so it never happened. But while all traces of the crossover were removed from the X-Files episode Red Museum (1994) the plot, details, and even place and character names from the X-Files episode are mentioned in this episode. This episode aired one week after the X-Files episode.
The title is based on the American Christmas carol of the same name that was first published in Philadelphia in 1885.