There's an alternate ending that is see in the Season 13 box set were after The Coon rides off on his tricycle it shows Mysterion in jail who reveals to Kyle taking the fall. Then the Real Mysterion appears to thank Kyle and reveals his identity to Kyle.
The fingers on Cartman's hand keep changing from three to four.
According to Professor Chaos's wall dedicated to tracking down Mysterion, the possible suspects include Kyle, Tweek, Stan, Clyde, Craig, Kevin, Kenny, or Jason. Jimmy, Token, Cartman, and Timmy have been crossed out.
Professor Chaos: This way! We will now show you our secret headquarters of doom.
The Coon: You guys have your own storage facility?
Professor Chaos: Actually it belongs to General Disarray's grandma, but she lets us use it. This is where we come up with all our evil plans. Here's our computer relays. And this is like a.. a cube of chaos that can destroy the world in one second! And here's some of our evil minions! We have everything we need here. Can I offer you a Coke or a Sprite or something?
The Coon: I'll take a Sprite.
Latin America: January 11, 2010 on MTV Latinoamerica.
The fight at the construction building is very similar to Spider-Man 3 where Spider-Man fights Venom and the Sandman and then Harry Osborn comes to aid the hero.
The constant calling of the city as a whore in need of help might be a reference to Rorschach from Watchmen and his lines about how corrupt the city has become.
A Leprechaun in Mobile:
On the news coverage of Mysterion, an African-American gentleman with a gold tooth and blue hat asks the people in the crowd if they've seen Mysterion to say yeah. This reference comes from the 2006 story and viral video hit A Leprechaun in Mobile in which a similar gentleman asks the Mobile, AL crowd if they've seen the leprechaun in a tree say yeah.
The Dark Knight:
The entire episode is a parody of The Dark Knight complete with the secret identities, the husky voices, and the idea to blow up a hospital.