The opening quote; "Then she began to weep bitterly, and said, 'What can a poor girl like me do now?"; is from the fairytale "The Old Woman in the Wood" by the Brothers Grimm.
"Coyotl" comes from the Nahuatl word meaning "coyote;" it is the first wesen to appear with a Native American name and apparent origin (specifically Aztec) and the first non-German wesen name not from the Romantic family of languages (the first three non-German names being Latin, Spanish, and French).
Mark Pellegrino played Lucifer on Supernatural.
The title is shared with a 1969 Credence Clearwater Revival song, and is a phrase used repeatedly in fantasy literature to foretell a coming of evil, often involving lycanthropes.
The shot of the full moon in the opening quote is similar to the opening quote scene in "The Three Bad Wolves".