In the pilot landlady Mrs. Brown had a niece and a daughter who both disappeared by the end of the first season.
Martin breaks the 4th wall by talking directly to the camera at the end.
A copy of the March 10, 1962 Saturday Evening Post can be seen on Tim's coffee table.
"Uncle Martin" isn't the only fantasy role played by Ray Walston. One of his best-known roles was that of the Devil (a.k.a. "Mr. Applegate"), in the 1958 movie musical "Damn Yankees" (where he persuades an aging baseball fan to sell his soul in return for renewed youth and the chance to play for the New York Yankees). He also appeared on "Star Trek", as the Starfleet Academy groundskeeper "Boothy".
And, of course, his "My Favorite Martian" costar, Bill Bixby ("Tim O'Hara") went on to star as the human side ("Bruce Banner") of TV's "The Incredible Hulk", opposite Lou Ferrigno.