The hat Jayne's mother made for her son became a fan favorite, with people creating their own knit and crochet versions and one fan even writing a song about it ("Jayne's Hat" by Stan Peal).
Although it is not the last episode aired, this was the last episode ever shot.
When Kaylee is listening to Tracey's message in the engine room, just past her hammock you can see a statue of Han Solo frozen in Carbonite as a decoration on the bulkhead.
This is another of the 3 episodes that had been completed but never aired during the initial run of the series on Fox.
Episode #12 in the "Joss Whedon Intended Timeline" for "Firefly" and NOT as Fox dictated the episodes were to be run. Since this episode had long been completed, the only explanation for Fox choosing not to air this episode was the personal vendetta Fox executives had against series creator Joss Whedon for not making the series more "lighter" in tone and more violent.