The diner in the beginning was also used in Goodfellas (1990) and is now known as Goodfellas Diner in Queens NY.
This episode is the Series Finale.
The ending of the episode sets up what was presumably going to be another season which never came to be. (NBC revealed that the show had been canceled a month after this final episode aired.) Ryan Eggold's character was folded back into the mothership series and Famke Janssen would return for one more episode in The Blacklist (2013) to conclude her character's story.
Famke Janssen and Edi Gathegi both played characters in Marvel's X-Men movies. Janssen played Jean Grey/Phoenix in X-Men (2000), X2 (2003), X-Men: The Last Stand (2006) and X-Men: Days of Future Past (2014) while Gathegi played Darwin in X-Men: First Class (2011).