This is the series finale.
Marty did not have enough money for a haircut, but he does have enough money to get into the amusement park, which cost a lot more than the haircut.
Four years after this episode aired, David Kaufman would provide the voice for Jimmy Olsen (whom Marty claimed to be in this episode) on Superman: The Animated Series.
The clock on the clocktower is still operating in 1967. As every BTTF fan knows, lightning struck it on November 12, 1955 at 10:04 PM, stopping the clock for all time. (It's still stopped in 2015 in Back to the Future II).
Why doesn't 1967 Doc know who Marty is? They met in 1955 in all three films!
In this episode the word Brown-Out is used instead of the word Black-out.
Doc's purple shirt is white just as Doc yells at Biff for pouring soda over the generator, then is back to its normal purple afterwards.
The statue of the Pioneer has never been seen in Courthouse Square before this episode and is never seen afterwards!
At the time, in the US, the Secret Service investigated counterfeiting, not the FBI.
It is a bit unlikely that it would take 117 years (1875 to 1992) for invisible ink to become invisible, even if the deed was buried underground for that time.
The audience learns the modern origin of the Tannen family's catchphrase insult, "Butt head." Biff Tannen's great grandfather, a Confederate officer in the Civil War, called his enemies "buttocks brains" but changed it to "butt head" after being corrected by one of Doc Brown's sons. That era's Tannen said, "Butt heads... I like the sound of it."
In the episode Marty wear the same cowboy suit from the Back to the Future 3 movie.
Verne starts to sing "53 bottles of pop on the wall" with is a spoof to the song "99 bottles of beer on the wall".
Marty makes a reference to Axl Rose, lead singer of Guns N' Roses
Jules makes a repair to the DeLorean - but the motor is in the front of the car. In real life (and in the three films) the motor is in the back of the DeLorean.
Where were Marty's family and Jennifer at the concert? You'd have thought they would have been there to support him and his band.
What happened to the rest of the Pinheads at the concert? Doc saves his family and Marty from the extreme weather, but the Pinheads are nowhere to be seen.
Doc apparently was born in 1922, making him 63 in 1985. But in the original trilogy he was 65 in 1985, making his birthyear 1920. Also, in the 2011 BTTF video game by Telltale Games, Doc was 17 in 1931, meaning that he was born in 1914, which would've made him 71 in 1985.
Comic books as we now know them didn't come along until the release of Funnies on Parade, the first modern comic book, in 1933. Before that time, newspapers were the main venue for comics in the United States.
There doesn't seem to be any obvious power source (like a Mr. Fusion) attached to Jules' spare flux capacitor for the barrel, leading to the question of how it generated enough power to activate time-travel. (Though I suppose Jules could've modified it somehow to be hydro-powered).
The Brown family visit 2091, in which they learn that the McFly family legacy has been immortalised in the McFly Space Cruises, in which Marty's great-granddaughter Marta McFly is a Captain.