When Rocky hits all of the pool balls in in one shot, you can see the ball in the top right corner stay at the top of the pocket in subsequent shots, meaning they forgot to remove it while stopping the camera and rearranging the other balls.
When Rocky evicts the three women and slams the door after them, the entire wall shakes.
Narrator: Portrait of a man at work, the only work he's ever done, the only work he knows. His name is Henry Francis Valentine but he calls himself Rocky, because that's the way his life has been--rocky and perilous and uphill at a dead run all the way. He's tired now, tired of running or wanting, of waiting for the breaks that come to others but never to him. Never to Rocky Valentine. A scared, angry little man. He thinks it's all over now but he's wrong. For Rocky Valentine, it's just the beginning.
Rocky: What's going on here? Where am I?
Pip: Mr. Valentine, do you remember when we met earlier today? I told you I was in a sense your guide. And you said you needed a guide like a hole in the head.
Pip: Well, as a matter of strict fact, you had a hole in the head only a short time before. A bullet hole.
Rocky: Henry Francis Valentine. Ha-ha. Born 1923, Brooklyn, New York. Age of 6, slaughtered small dog. Well, why not, he bit me.
Rocky: I don't like games.
Pip: Oh, but that isn't true, Mr. Valentine. Why, you like roulette, blackjack, poker, craps. And between the ages of 7 and 10, you were quite fond of mumbletypeg.
Rocky: Ah, you eat it.
Pip: Oh, I've no need. I haven't eaten in... well, it must be two or three centuries.
Rocky: Anything wrong with it?
Rocky: Then eat it.
Pip: I can't. I've forgotten how.
Rocky: Hey, Fats, I want you should get rid of that heap I've been driving.
Pip: Well, it certainly goes fast enough. Is there something wrong?
Rocky: Yeah, the ashtrays are full!
Pip: But the gambling, I thought you enjoyed that.
Rocky: I do! But--but--but when you win every time, that's ain't gambling, that's charity!
Rocky: Come on. Sit down, Fats. Sit down. Now, look, I don't know how to explain this, but it just ain't the same thing. I mean, what's the kick knocking off a bank if everybody knows about it, huh? And--and--and the dames! I never thought I would get bored with beautiful dames. Look, look, I wouldn't expect an angel to understand this, see, but, but, being a big guy with a chick--it don't mean anything if it's all set up in advance. And, I mean, everything is great here, you see, really great. It's just the way I always imagined it except that, that, well, just between you and me, Fats, I don't think I belong here. I don't think I fit in.
Pip: Oh, nonsense. Of course you do!
Rocky: No, no, I mean it. I mean it. Somebody must have goofed. If I gotta stay here another day, I'm gonna go nuts! Look, look, I don't belong in Heaven, see. I want to go to the other place.
Pip: Heaven? Whatever gave you the idea you were in Heaven, Mr. Valentine? This is the other place!
Narrator: A scared, angry little man who never got a break. Now he has everything he's ever wanted--and he's going to have to live with it for eternity... in the Twilight Zone.
It took a great deal of coaxing to convince Sebastian Cabot to dye his trademark brown hair and beard to blonde in order not to give away the tag of the episode. Dying in those days meant peroxide which meant Cabot would be "blonde" for about six months after shooting while his natural hair color grew out.
Mickey Rooney was originally intended to play the lead role.
According to The Twilight Zone Companion, writer Charles Beaumont suggested Rod Serling himself play Rocky Valentine if they couldn't get Mickey Rooney.