The scene with the head in a bag is similar to one of the final scenes in the David Fincher movie Se7en that involves a head in a box. In both cases, the killer enjoys teasing people about what might be in the box. Frank hints to a police officer that the head might belong to his wife. In the movie, the head actually did belong to a police detective's wife.
Keith Carradine plays Frank Lundy, a FBI agent who works on serial killer cases in the "Dexter" Showtimes series. He first appears in season 2 "An Inconvenient Lie". He is in Florida hunting the Bay Harbour Butcher, which is what they name the killer, after Dexter's dumping grounds are discovered.
Keith Carradine played Frank Breitkopf, a serial killer that had been killing for thirty years. On Dexter (2006), he played Frank Lundy, who hunted a serial killer that had been killing for thirty years.