The girl playing Dean in the musical complains the reason she isn't wearing the "samulet" is that it keeps hitting her in the lips. Jensen Ackles hated the amulet because it constantly hit him in the face.
Director Philip Sgriccia was very careful to not let the main cast hear the musical numbers before they filmed the scenes and so the first reactions you see from Sam and Dean are real. Jared Padalecki and Jensen Ackles have both said that the cover of "Carry on Wayward Son" was very moving for them.
When Dean and Sam are seeing the full cast of the play in their outfits, the girl who plays Castiel is wearing a tie frontwards. Dean turns it backwards, the way the real Castiel wears it.
When Dean returns from destroying the scarecrow prop in the boiler room, he utters the famous line from Ghostbusters (1984), "We came, we saw, we kicked its ass!" Bill Murray's character Peter Venkman says this after the group captures their first ghost.