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Nitpick: In the first season episode "Down to a Sunless Sea" Steven says that the doctors gave him 6 months because of the tumor, yet here he is available to answer questions about Vincent. Did he have a sudden remission, or were the doctors overly pessimistic?
Goofs: Did you notice how remarkably dry Vincent is after leaping onto the trunk of the submerged car and ripping the trunk off and carrying a sopping wet Catherine onto the shore? After the Watcher's first phone call, Catherine hangs up the phone, but it falls off onto the floor. But when she is putting on her coat, it rings again- in a mysterious way it is back on the cradle.
Goofs: Did you notice the change of coats and tops as and daylight/nightlight as Catherine runs to meet Vincent?
Don Stark played Eddie, Charles's brother in this episode and also the man who pulls the knife on Catherine in the pilot episode.
The old man who is talking to Brian about the tunnels in this episode is the same man who talked to Stephen Bass in the episode "Down To A Sunless Sea".
The Tom Gunther in this episode is different from the Tom Gunther that appeared in "Once Upon A Time In New York City".
Goof: When Rolley is threatened by a group of thugs, Vincent snarls and emerges from behind a pillar where he was hiding, he's only wearing one set of fangs.
The man who speaks to Steven Bass in this episode is the same old man that is talking to Brian about the tunnels in the second season episode, "Labyrinths".
Guest star Bruce Abbott (Devin) was married to star Linda Hamilton. He returned in the second season episode "Brothers".
This is the first time we see Clive Rosengren in his recurring role as Lou.
Margaret is wearing the same sweater as Catherine in the closing scene on "Terrible Savior".
Goof: During the scene where Father and Vincent talk about the Halloween stories, Vincent tells Father not to worry and then we see Ron's hand (not Vincent's!) on Father's shoulder.
The girl who plays Ellie is not the same girl in "A Children's Story". "A Children's Story" aired after "No Way Down", but was filmed prior, so it gives the idea that there are 2 characters named Ellie. Also, Mayim Bialik who plays Ellie in this episode is best known as playing the starring role in Blossom.
Nitpick: When Vincent is going to rescue Catherine he runs through the tunnels and is seen riding the top of a subway train. These are the same scenes that are in the first episode. So is the scene of Vincent climbing up a building and looking out at the city.
The sweater that Catherine is wearing in the last scene of this episode is the same one that Margaret is wearing in "Song Of Orpheus".
The man holding the knife in this episode is played by the same actor as the one who plays Eddie, Charles's brother, in the TV series, Brothers.
Nitpick: Catherine wears a beautiful ring while she is healing Below. When she leaves the party, she isn't wearing that ring. And when she is healed, and returns to her own world, then she isn't wearing it either. She only wears it in the tunnels, while she is healing.