The end credits song is a cover of "Lovesick Blues" by Hank Williams.
Under God's Power She Flourishes is the English translation of the Latin motto for Princeton University, Dei sub numine viget.
The song featured in the last scene is "Some of These Days", written in 1910 by Shelton Brooks and performed by Sophie Tucker, a popular singer of comical and risque songs during the early 20th Century. It was later the title of her autobiography.
Goof: When the doctor asks Jimmy Darmody what he did for a living, Darmody anwers "Bell telephone." While some viewers have pointed out that Bell Telephone did not exist at the time, this is a misconception. While the Bell Telephone Company had merged into what we now call AT&T, in 1920 phone service would have been provided by AT&T under the Bell System which would certainly have been called "Bell telephone" at the time.
Goof: Arnold Rothstein tells Frankie Yale about how he caused a man to choke on a cue ball because Rothstein knew the cue ball was 1/16th of an inch larger than the other balls. All balls, including the cue ball, are exactly the same size except on today's coin operated tables. On those tables, the cue ball is larger to keep it from dropping through two rails and becoming trapped inside the table with the numbered balls. Coin operated billiard tables had not yet been invented at the time.
Douglas Fairbanks is mentioned worth seeing in "The Mark of Zorro". However, the movie does not debut until December 5, 1920 and this episode takes place in January/February 1920, 10-11 months beforehand.
In the scene in which Jimmy Darmody is speaking to his wife about his future career chances he refers to their son as Skeezix, a character in "Gasoline Alley", a popular comic strip at the time. The script writers have taken obvious liberties with historical continuity here as Skeezix did not show up until St. Valentine's Day 1921- almost 13 months after the events that take place in the storyline.
The Welcome to Hammonton, NJ sign during the Robbery in the woods scene, is way before its time. "Blueberry Capital of the World" was a nickname popularized by President Ronald Regan during his 1984 campaign visit to Hammonton, NJ, some 60 years after the period this is set. Also, The Blueberry was not Commercially Cultivated until 1916, only four years prior to this show, meaning the Blueberry wasn't that commercially popular by 1920.