When Don overhears Faye breaking up with a boyfriend over the phone, she yells at him, "Go shit in the ocean!" This is the English translation of a very old Yiddish insult, "Gai kakhen afenyam!," and, in combination with her later use of the Yiddish word "punim" (meaning "face"), it was taken by a number of TV writers (for example, Diane Winston at the Huffington Post; Rachel Shukert at Slate; Sarah Seltzer and Anne Cohen at Forward) as evidence that Faye Miller is a Jewish character. This was confirmed by Cara Buono, the actress who plays Faye, in an LA TImes interview. When asked to list ways she is different form Faye, she answered, "I have naturally dark, almost black hair and she's blond. She's also Jewish. The line she says in the phone booth when she's telling her boyfriend off. "Go ... in the ocean." That's an English translation of a Yiddish expression. And her father, though he's a gangster, he's not of Italian descent."
The trivia item below may give away important plot points.
This episode marks the first time that a period piece of music was not playing over the end credits, which rolled in silence. Which is due to a conversation about Betty having everything and Don having nothing. It fades as Don is holding his child right after Betty tells her husband "it's ok we have everything."