The study Dr. Melfi is shown reading, "The Criminal Personality" by Drs. Samuel Yochelson and Stanton Samenow, is a real one by the actual authors. Yochelson was the principal author and died in 1976. His work became well known in the 1970s and 1980s.
David Chase asked forensic psychologist Nancy Duggan to analyze Tony's mental state and the progress of his psychotherapy with Melfi; Dugan also opined that talk therapy was enabling Melfi's patient to commit crime and justify his actions for himself. The Criminal Personality greatly impressed Chase after he read it and he decided that its introduction in the show would spell the end of Tony and Melfi's psychotherapy story arc in the series.
The assault rifle Tony brings to the hideout safehouse is the one that Bobby gave him as a birthday present in the episode "Soprano Home Movies."
The scene that takes place in a model railroading store was filmed on location at a store called Trainland in Lynbrook, New York.