An establishing shot was done of David Lynch's house.
The urn Karleen Campbell's character is taking to while in the bath was holding the ashes of her actual husband. She had never acted before. Her husband's dying wish is that she would try acting, as she had been scared to try for most of her life. Not only did she secure the role in her audition, you might say, she got to co-star with her late husband.
The Art-house theatre Lynn Sontalia works at is the same theatre the short, Fear and Trembling was shot.
The director substitute teaches to supplement his film career. He once taught in the classroom that the school scene in episode 10 was shot. He showed the scene to his students before the show was officially out.
The motel in the TV smashing scene said the crew could shoot there on the one condition that they be quiet. The TV smashing was the last thing they shot.