On medieval market days the gullible might buy a pig in a poke, a baby pig in a cloth sack, without checking that the content really is a valuable piglet. What they really got was a worthless cat. So a pig in a poke is a con job or a worthless object presented as a thing of value. 'Letting the cat out of the bag', in the sense of revealing a secret, comes from spoiling that same scam.
Jared Padalecki regards this episode as one of his least favorites, since he had to cry all week and it was emotionally taxing.
This episode draws inspiration from Monday (1999), in which Agent Mulder dies repeatedly and wakes up to relive the day anew. "Monday" was co-written by John Shiban, who served as co-producer for "Mystery Spot." While the events of "Monday" happen on a Monday, the events of "Mystery Spot" take place on a Tuesday. Additionally, both "Monday" and "Mystery Spot" were directed by Kim Manners.
When the brothers are posing as reporters, interviewing the Mystery Spot owner, Sam gets worked up and Dean refers to him as, "Kolchak." This is a reference to the 1970's TV show, Kolchak: The Night Stalker (1974) about a newspaper reporter who uncovers supernatural causes in his investigations.
This episode was set in Broward County, Fl, USA but it was filmed in Steveston, BC, Canada (most recently used as the main filming location for the TV show Once Upon a Time (2011)).