Two scenes appear in the credits, but don't appear in the episode. They are Kang and Kodos answering their phone from Treehouse of Horror XI. The next is a deleted scene were Babe kicks Paul in the crotch after Babe says he will whip Paul.
Strangely, Maggie doesn't appear in this episode outside the stories.
Originally, Jim Carrey was supposed to guest star as the hobo who tells The Simpsons family those three stories, but Carrey's schedule conflicts prevented him from coming on the show, so Hank Azaria (one of the regular voice actors) voiced the hobo instead.
The Simpsons trip to Delaware is a direct reference to the previous season's finale Behind the Laughter, where in that episode Homer says “the Simpsons are going to Delaware”.
In Mark Twain's Adventures of Huckleberry Finn, it is Huck Finn and the slave Jim who travel down the Mississippi River, not Tom Sawyer and Huck.
This is the last episode to air before the 9/11 terrorist attacks, which occurred almost three and a half months after this episode aired.
At the end of "Connie Appleseed" when the people are going to eat Homer—when Lisa comes with apples, you see Moe take an apple. In the next scene Moe has got a chunk of Homer and is saying "So what, we're not eating Homer?"
Also, at the end of Connie Appleseed, Wiggum says that Homer is the fattest one among the group, even though viewers can clearly see that Wiggum is much fatter. Although, he might have said that to prevent himself from getting eaten.