In the final scene, Dean's "son of a bitch" line was ad-libbed. You can see Jared break character and laugh.
This is the first time Bobby calls the boys "idjits"
The storage unit that was robbed was rented under the name Edgar Cayce. Edgar Cayce was a famous American psychic and was known as the "Sleeping Prophet" because he supposedly had the ability to put himself in a sleep-like trance before he gave a reading.
The title comes from the film Bad Day at Black Rock (1955). It's about a mysterious stranger who arrives in a small town in search of someone and ends up changing life in the town forever.
The entire episode is about luck. If you look closely in the thugs apartment, there is an upside down horseshoe above the door. Horseshoes are an international symbol of luck. If the horseshoe is right side up, it collects good luck. If the horseshoe is upside down, it lets all the good luck out and invites bad luck.