When Neal and Keller are trying to con (and so far succeeding) the FBI agents in the warehouse, Neal sees Keller about to strangle one of them, so he quickly stops him. When they're walking away, Neal says, "No, you walk in front of me". After he says this, you can see Ross McCall (Matthew Keller) breaking character and smiling as the line was an improvised one by Matt Bomer (Neal Caffrey).
Willie Garson and Thomas Kopache appeared in an episode of "The X-Files" together - "The Walk" (S03E07).
Mozzy tells Keller that honorable thieves don't steal from other thieves yet he stole what Keller stole in the first place and Keller was simply trying to take back that Mozzy stole from him.