This episode is the first which doesn't feature a teaser at the beginning of the episode. Instead, it shows the "22 years ago" recap and then goes straight into the titles. All other episodes have a short teaser of the current story before the titles.
The trivia items below may give away important plot points.
The murderous Bender family is based on an actual family named Bender that killed visitors to their Kansas hotel in the 1800's. They have 11 known victims including an 18 month old child. However, due to the high number of people who went missing, they are thought to have killed more. While no one really know what happened to the family, Laura Ingalls Wilder wrote about the search in her memoir. She claimed that her father was a member of the posse that formed to find them, and that when he returned home, he appeared rather worse for the wear, suggesting that the family may have been found and killed.
The actress who played Missy returns in season 7 as a different girl named Emma (Dean's daughter), in "The Slice Girls". She became Dean's daughter from a one night stand to an Amazon named Lydia. She aged rapidly, which was normal for an Amazon.
This episode has similar elements to an X-Files episode called "Home" (S4). Dean implies the Bender family is inbred, which is the focal point of "Home." Many writers and directors from X-Files also work with/on SPN (including Kim Manners who directed "Home").