Frank Black's yellow house is different in the rest of the series from the pilot as the original neighborhood didn't want a film crew camped out there on a semi-permanent basis. The replacement house was the same house as used in the second ever episode of "The X-Files".
Such was Chris Carter's standing with the FOX network at the time, that he was given an entire month to shoot the pilot with little or no network interference - almost unheard of indulgences for a brand new show.
Frank, Lara and Peter all get pass-phrases to use for the voice identification of the Millennium Group network. All are references to classic science fiction movies: Frank's phrase "Soylent Green is people" is taken from 'Stanley R. Greens' Soylent Green (1973), while Lara's pass-phrase "Open the pod bay doors please, Hal" refers to Stanley Kubrick2001: A Space Odyssey (1968). Peter's is "My God! It's full of stars!!" from 'Peter Hyams' "2010: The Year We Make Contact" (1984).
In the opening title sequence, and in many promotional materials, the word "Millennium" was spelled with two upper-case M's (MillenniuM) The Roman numeral MM means 2000, the year which marks the turn of the Millennium.
The title sequence in the first season includes the words "Wait", "Worry" and "Who Cares?". This changed in the second season to "This is Who We Are" and "The Time is Near". Season three combined the two, with "Wait", "Worry" and "The Time is Near".
During a 2016 interview on Kumail Nanjiani's podcast "The X-Files Files," "X-Files" writer and "Millennium" showrunner Glen Morgan said that because "Millennium"'s ratings were low, they had the idea to do a "Millennium" episode involving the Peacock family characters from the "X-Files" episode "Home," for which Morgan was the cowriter. The Peacocks were a reclusive, heavily deformed, murderous family that had sustained itself by inbreeding for many generations and that kept its limbless matriarch under a bed. The original airing of "Home" had been controversial; it was the first "X-Files" episode to receive a TV-MA rating, and FOX refused to allow it to be rerun. But since it was also one of the highest-rated and most-talked-about "X-Files" episodes ever, Morgan thought the return of the characters might boost "Millennium"'s ratings. They cleared the idea with Peter Roth (then the head of FOX TV) and Karin Konoval, the actress who played Mrs. Peacock, but then Roth called Morgan back and said that "News Corp, FOX, lobbyists in Washington...somehow got wind and said 'those characters never appear on television again.'"
In the season one episode titled "The Judge", the Judge mentions the Biblical story of the demon Legion. The Judge says "When Jesus of Nazareth cast demons from a group of enchanted hogs...". This is inaccurate. First of all, Legion was inside of a crazed man. Jesus cast Legion from the man INTO the hogs. There was nothing enchanted about the hogs. Also, Legion explained to Jesus, "My name is Legion for we are many." This implies that many demons had possessed the man and the strongest of them spoke as if they were all one entity.
Reportedly, the character of Lt. Bob Bletcher was written out of the series (in the episodes "Lamentation" and "Powers, Principalities, Thrones and Dominions") because of an on-set feud between Bill Smitrovich and Lance Henriksen.