Trivia: Inara has been on Serenity for eight months.
When this episode originally aired on Fox, an opening narration was used to explain that the Earth was "used up" so mankind left. They found another area with "hundreds of new earths" which were terraformed to support human life. It is left unanswered whether "the 'verse" is completely contained in one solar system and how that is possible given the number of planets and moons that are shown during the run of the show.
Maybe this will change in future episodes, but all the planets we see in this episode (including the intro and the opening credits) are dusty and dry and kinda desert-like. But we're told in the opening narration they were all terraformed. So why'd they go around and create a bunch of deserts? (some didn't find this too unusual, thinking maybe the process was limited to desert creation)
River: (They) won't stop. They'll never stop. They'll just keep coming, until they get back what you took. Two by two, hands of blue... two by two, hands of blue...
Kaylee: It's a train heist. We fly over the train-car, The Captain and Zoe sneak in, We lower Jayne onto the car, they bundle up the booty and we haul 'em all back up. Easy as lyin'.
Simon: You've done this before?
Kaylee: (laughing) Hell no!
Book: There's neither of us can pay a tenth of what your crew makes on one of your "jobs."
Mal: Are you referring to our perfectly legitimate business enterprises?
Mal: We get the goods, we're back on Serenity before the train even reaches Paradiso. Only now, we do it under the noses of twenty trained Alliance Feds, and that makes them look all manner of stupid! Hell, this job I would pull for free.
Zoe: Can I have your share?
Zoe: If you die, can I have your share?
Zoe: Sir, is there some information we might maybe be lacking as to why there's an entire Fed squad sitting on this train?
Mal: Doesn't concern us.
Zoe: It kinda concerns me
Mal: I mean that they're not protecting the goods. If they were, they wouldn't be letting people get past them.
Zoe: You don't think that changes the situation a bit?
Mal: I surely do. Makes it more fun!
Zoe: Sir. I think you have a problem with your brain being missing.
Bar Patron: Hey, you gonna drink the Alliance with me? Six years today, the Alliance sent the Browcoats runnin', pissin' their pants...you know, your coat is kinda a brownish color.
Mal: It was on sale.
Bar Patron: You didn't toast. Y'know, I'm thinkin' you're one o' those Independents...
Mal: And I'm thinking you weren't burdened with an overabundance of schoolin', so why don't we just ignore each other 'til we go away?
Bar Patron: The Browncoats were a bunch o' cowardly, inbred pisspots, should'a been killed off o' every world spinnin'.
Mal: Say that to my face.
Bar Patron: I said you're a coward and a pisspot. Now what're you gonna do about it?
Mal: Nothing. I just wanted you to face me so she could get behind you. (Zoe slugs the patron) Drunks are so cute.
Zoe: Just have an image in my head of a guy hanging from the ceiling.
Mal: I got an image of it not being me.
Niska: (about his torture victim) My wife's nephew. At dinner I am getting earful; there's no way out of that.
Inara: Mal, if you're being a gentleman, I may die of shock.
Zoe: He's a psycho, you know. Niska.
Mal: He's not the first psycho to hire us, nor the last. You think that's a commentary on us?
Book: I do feel awfully useless.
Inara: You can always pray they make it back safely.
Book: I don't think the captain would much like me praying for him.
Inara: Don't tell him. I never do.
Simon: What are we doing?
(after killing the main thug)
Mal: Now, this is all the money Niska gave us in advance...
Second Thug: I get it. I'm good. Best thing for everyone. I'm right there with you.
(after Jayne shoots an opponent in the leg)
Mal: Nice shot.
Jayne: I was aimin' for his head.
Sheriff: (Mal's) story had kind of an odor to it.
Inara: Yes. It's not the only thing about him that does.
Jayne: You can't change that by getting' all…"bendy."
Wash: All what?
Jayne: You got the—the light from the console…to keep you—lift you up. (chuckles) Oh, they shine like… little angels.
Wash: Did he just go crazy and fall asleep?
Zoe: Funny, sir, how you always seem to find yourself in an Alliance-friendly bar come U-Day looking for a quiet drink.
Mal: Now this is a sign of your tragic space dementia, all paranoid and crotchety. Breaks the heart.
Inara: What did I say to you about barging into my shuttle?
Mal: That it was manly and...impulsive?
Inara: Yes, precisely. Only the exact phrase I used was "don't".
Mal: We're not thieves...but we are thieves. Point is, we're not taking what's his. Now we'll stay out of his way the best we can from here on in. You explain that's best for everyone. Ok?
Crow: Keep the money. Use it to buy a funeral. It doesn't matter where you go, or how far you fly. I will hunt you down, and the last thing you will see is my blade.
Mal: Darn. (kicks Crow into the turbine)
Jayne: Do you know what the chain of command is? It's a chain I go get and beat you with 'till you understand who's in ruttin' command here.
Mal: Kaylee, what the hell's goin' on in the engine room? Were there monkeys? Some terrifying space monkeys maybe got loose?
Mal: They say never hit a man with a closed fist, but it is, on occasion, hilarious.
Mal: Wash, we got some local color happening. A grand entrance would not go amiss.
The big fight scene with Niska's men was actually a part of a scene that had originally been written and choreographed for an Angel episode, but Tim Minear changed the names in the script and handed it to Joss to use on Firefly. Angel was still in the scene in a sense, however: one of Niska's thugs, the guy that Wash hits with the ATV, was played by David Boreanaz's stunt double from Angel.
Joss planned to have Mal keep the cargo from the train to show that Mal puts the needs of his crew above the needs of others. However, executives at Fox told Joss to have Mal return the cargo to the town folk in order to make Mal more likeable to the audience.
This was originally supposed to be episode number 3 (or number 2 if we count "Serenity" as the two-hour pilot episode it was supposed to be).
The Arabic music playing as the bellydancer dances in the opening, is used again in The Message as the crew enters the space station to pick up their mail.
The uniforms which the marines on the train are wearing are from the movie Starship Troopers, by Paul Verhoeven. These reappear throughout the series.
When Serenity is about to dock with the space station (at about 14 minutes into the episode) two other ships can be seen briefly. Those look very similar to a PatCom or Dreadnought type ship from the computer game Independence War, which features basically the same background story as Firefly.
Summer Glau, who plays River, has only had one acting role before this playing the Prima Ballerina in the Angel episode "Waiting in the Wings." Whedon wrote and directed the episode and he was so impressed with her performance that he cast her as River.
Before deciding on the red logo for the show, it was originally green.
Mal: I'm thinkin' we will rise again.
This line is a play off of the motto of people who support the U.S. Confederacy: "The South will rise again."
Jayne: Hey, hey. Them ain't "kosherized" rules.
Referring to the Jewish word "kosher" which in pop culture has come to mean "OK", or "alright."