At the beginning of the modern scene in space just after Mal says "The vault's sealed" we cut to a shot of Mal's back you can clearly see the "sticky" around the vault lock - this is before he applies the sticky which is seen a few seconds later.
After the crew lands on Persephone and everyone is leaving, Wash drives the mule down the ramp, but stops to tell Zoe to be careful ("Zhu Yi"). As he prepares to start down the ramp again, a hand can be seen reaching for the front bumper of the mule to pull him forward. This may not be visible in all formats.
Mal: This is not my best day ever. (raises his hands)
Dobson: Simon Tam, you are bound by law to stand down. (Simon raises his hands)
Mal: What? The doctor?... oh. Hey, is there a reward?
Dobson: Get on the ground. Get on the ground!
Simon: You're making a mistake.
Mal: I think you oughta get on the ground, son. Man seems a mite twitchy.
Mal: The Alliance said they were gonna waltz through Serenity Valley, and we choked 'em with those words. We've done the impossible, and that makes us mighty.
Zoe: I know somethin' ain't right.
Wash: Sweetie, we're crooks. If everything were right we'd be in jail.
Wash: I'm just the pilot. If we got boarded, I could always say I was flying the ship by accident.
Wash: Didn't (Patience) shoot you one time?
Mal: Everybody's making a fuss!
Mal: If anyone gets nosey, you know, just... shoot 'em.
Zoe: Shoot 'em?
Jayne: I don't understand why we didn't leave that sumbich in a pool of his own blood.
Mal: We'd be dead. Can't get paid if you're dead.
Jayne: Can't get paid if you crawl away like a bitty little bug neither.
Mal: I don't believe there's a power in the 'verse that'll stop Kaylee from being so cheerful. Sometimes you just want to duct tape her mouth and dump her in the hold for a month.
Simon: Are you out of your mind?
Mal: Just about.
Simon: What do you pay him for?
Simon: I was just wondering what (Jayne's) job was on the ship.
Mal: Public relations.
Kaylee: Being a doctor is important.
Jayne: She just wishes you were a gynecologist. (laughs)
Book: Captain, do you mind if I say grace?
Mal: Only if you say it out loud.
Mal: Ambassador... I'd like you to meet Shepherd Book.
Inara: I'd have to say, this is the first time we've had a preacher on board.
Book: Well, I wasn't expecting to see a state official either, Ambassador.
Book: (confused) I'm missing something... funny.
Kaylee: Not really
Inara: Ambassador's Mal's way of saying...
Mal: She's a whore.
Kaylee: The term is "companion."
Mal: I always get those mixed up. (to Inara) How's business?
Inara: None of yours.
Mal: Jayne, your mouth is talking. You might want to look to that.
Jayne: 10 percent of nothing is... let me do the math. Nothing, and nothing, carry the nothing...
Mal: The wheel never stops turning, Badger.
Badger: Only matters to the people on the rim.
Badger: The situation is... fluid.
Jayne: The only fluid I see here is the puddle of piss refusing to pay our wage.
Wash: (first toy dinosaur) Yes, yes. This is a fertile land and we will thrive. We will rule over all this land and we will call it... "This Land." (second toy dinosaur) I think we should call it your grave! (first toy dinosaur) Ah! Curse your sudden but inevitable betrayal! (second toy dinosaur) Har Har Har! Mine is an evil laugh! Now die! (first toy dinosaur) Oh no, God! Oh dear God in heaven!
Mal: We're not gonna die. We can't die, Bendis. You know why? Because we are so very pretty. We are just too pretty for God to let us die.
Joss Whedon noted on the DVD commentary of this episode that only villains of Firefly wear hats.
Jewel Staite had to gain weight for her role as Kaylee because Joss Whedon wanted a "woman" to play the part.
Joss Whedon originally wanted Angel star, David Boreanez to play the part of Malcolm Reynolds, but he turned down the part after being told there would be chickens running around on the set (David Boreanez has a fear of chickens).
Joss Whedon created the role of Badger intending to play the part himself. When that didn't work out he hired Mark A. Sheppard, who was intimidated when he found out that he was playing the Executive Producer's personal role. Joss Whedon, for his part loved Mr. Sheppard's work in the role.
This is the only episode in which the crew calls Inara the nickname "Ambassador".
Rebecca Gayheart was originally cast as Inara, but Joss Whedon, in the middle of production, thought she wasn't right for the role. The part went to an "unknown actress" at that time, Morena Baccarin. As she explains, on Monday she auditioned, got a call back on Tuesday, and shot the pilot on Wednesday.
Since this is the premiere (although it is not presented as such), this is why we out-of-sequence see how Book, River, and Simon join the crew despite the fact they've been with them since the beginning of the season.
Parts 1 and 2 originally aired as a single consecutive two-hour episode by Fox. This episode was intended as the 2-hour premiere/pilot. Fox wanting a more action-packed premiere, rejected this as a pilot, leaving Joss Whedon and Tim Minear with a weekend to write a new pilot episode. That episode was "The Train Job." "Serenity" parts 1 and 2 was the final episode aired by Fox, after the show had already been cancelled.
Mal: Cry baby cry.
Wash: Make your mother sigh.
A direct quote from The Beatles' song Cry Baby Cry from their "White" album.