It is forbidden to film on the Hollywood sign so for the Claire-West scene, the top part of the sign was created on set with the rest filled in digitally.
There are multiple references to the devastation to New Orleans from a hurricane. This is about Hurricane Katrina which destroyed much of the city in August, 2005.
That's a real beard that Adrian Pasdar sports in the opening of this episode. Tim Kring encouraged him to grow it during the hiatus to signal the decline in Nathan's fortunes and mental outlook, only for Pasdar to end up not having too many scenes in the previous episodes. Pasdar actually loved having the beard as it meant that he could walk the streets without being recognized.