This episode aired in March 1995 to coincide with the premiere of The Critic on FOX. Matt Groening was against the idea of The Simpsons having a crossover with The Critic as the episode played out as an episode-long advertisement for the show. Groening removed his name from the beginning and end credits, making this the only episode (as of 2013) to not have Matt Groening credited.
Jon Lovitz speaks in the DVD commentary for the episode. He also talks about his one similarity with Jay Sherman: His testicular size.
According to a security camera in the Kwik-E-Mart on Apu's video, the videos were made on July 22, 1994. Assuming all the films were shown the next day on July 23, 1994, then the skip to 6 months later would be on January 23, 1995, safely within original run of Season 6, although this episode aired on March 5, 1995.
The desert sequence in Mr. Burns' film is a parody of Ben-Hur, although the line, "You truly are the King of Kings," may be a recasting of a similar line delivered by John Wayne in the movie King of Kings, where in a cameo as a centurion, he says, "Truly, this man was the Son of God."