In the pilot episode, which aired in March 2001, there is a hijacked plane that is being targeted at the World Trade Center; six months before the September 11 attacks occurred.
The character name "Yves Adele Harlow" is an anagram for Lee Harvey Oswald, the supposed "lone gunman" in the Kennedy assassination.
The Lone Gunman actors are all Canadian
The show's title refers to the Lone Gunman Theory concerning JFK's assassination in 1963. It is the finding put forth by the Warren Commission that Lee Harvey Oswald acted alone. According to a 2013 Gallup poll, 61% of Americans believe there was a conspiracy (down from 81% in 2000), while only 30% believe otherwise. The fact that the main characters of this show pluralize the name is something of a satire against the idea of there being only one gunman.