According to DVD commentary, none of the writers got permission to use any of the aliens in the police line-up (except for Kang/Kodos, which is the show's creation), making this "the most illegal shot in animation history." The only complaint the writers got was when Paul Fusco, the man who voices ALF, told them that they should have called him up to voice his character.
According to DVD commentary, the ending was originally supposed to keep the alien's identity a mystery, implying that Homer really did see an alien.
Marge doesn't have her "Homer is a Dope" shirt on when the alien appears.
Homer says the alien appears every Friday night (like Urkel), which doesn't make sense considering he only saw it once and for all he understood it could have appeared every night or never again. Of course, Homer could've just been rambling, or this could be a reference to Urkel.
When Mr. Burns is getting his treatment, his eyes grow wide when he gets his eye drops, but his eyes grow wide when he is injected with his medicine.
When Mulder talks about the inevitability of the existence of aliens, he briefly has yellow eyes.
Homer says after seeing Marge's shirt "I'll take two" even though he was just told they sold out.
It could be possible that he was refering to the ones that said "Homer was right".
In the crowd scene outside of Homer's door, Lenny Leonard does not have his beard.
When Homer is at Moe's with Mulder and Scully, the beer bottle he's holding sounds mostly empty when shaken, but when he slams the beer down it fizzes out an amount more in line with a full bottle.
In the final scene, Kent Brockman has gray hair instead of his usual white hair.
When we see the "alien" completely glowing green, he appears to be completely bald even on the sides, and has a very small nose and no visible teeth in his small mouth. But then Lisa shines her flashlight on the "alien" revealing it to be Mr. Burns, who suddenly has his hair on the sides and his distinct long pointy nose and tooth-filled mouth.
This episode begins and ends the same way as In Search Of..., the investigative series hosted by Leonard Nimoy.
When Homer says "a movie about a bus that had to speed around the city, keeping its speed over fifty" he is referring to the 1994 film Speed.
Much of the episode contains references to TV show The X-Files. Mulder and Scully are FBI agents from the series, and are voiced by their actors. The Cigarette Smoking Man from the show also appears. The show's theme song plays when the 'alien' appears, Mark Snow should've been credited for composing the theme song. Also the photo of Mulder in a speedo shown in his FBI badge is a reference to an episode of the series where Mulder is shown wearing one.
J. Edgar Hoover (the first and longest serving director of the FBI) is wearing a dress in the photo in the X-files office. In his biography Official and Confidential: The Secret Life of J. Edgar Hoover (1993), journalist Anthony Summers quoted "society divorcee" Susan Rosenstiel as claiming to have seen Hoover engaging in cross-dressing in the 1950s, at all-male parties. Though this has never been corroborated and most historians say it has been debunked.
Milhouse is shown playing "Kevin Costner's Waterworld" at the arcade. The game is shown to be both expensive (costing 40 quarters/$10 to play) and underwhelming (with game over occurring after the player walks a single step). This references the large budget for the film (which prior to Titanic was the most expensive film produced) and its weak critical reception and box-office performance.
After Homer is been examined by Scully and Mulder, a view on Moe's Tavern is shown with brief description, after which "ALL WORK AND NO PLAY MAKES JACK A DULL BOY" text is repeatedly written on screen. This refers to famous scene from "The Shining" by Stanley Kubrick.
The bus of musicians that Homer encounters while in the woods play the music from the shower scene in the horror movie Psycho.
The Budweiser Frogs appear in the lake near the woods before getting eaten by a gator that says "Coors!"
"Keep watching the skies!" is the last sentence in "The Thing from Another World."