Sam can be seen wearing a cast on his hand/wrist. Jared Padalecki injured his hand during a stunt in 2.03 Bloodlust (2006) and began filming 2.04 Children Shouldn't Play with Dead Things (2006) before it was diagnosed as being broken. The injury was written in as an accident in the final stunts of that episode in order to set up for Sam to be wearing a cast for the next few episodes.
The license plate on Andy's van is another Star Wars/Obi Wan reference - it reads "RU OBI 1."
The original version of the story, as pitched by Ben Edlund, involved a deformed twin who convinced his normal-looking brother to be mentally handicapped, thanks to their telepathic link. In the finale, the deformed twin should have eaten his sibling. It was John Shiban that helped Edlund to boil down the script to the form seen here.
The big concrete dam is the Cleveland Dam just north of Vancouver, BC, Canada. Other TV series and movies, like Smallville (2001) and Dark Angel (2000), have used this location.
Deans tells Sam, "It looks like he can't work his mojo just by twitching his nose." This is a reference to the main character in the 1960's TV sitcom Bewitched (1964). a witch who twitches her nose to use her powers.