At the beginning of the episode, right before the agents meet Frank Black, they show the outside of Hartwell Psychiatric Hospital. The shot of the building shows that it is daytime. When they show Mulder and Scully walking down the hall, and speaking with Frank Black, it is very dark.
When Skinner hands Mulder and Scully the Millenium Groups symbol, we can see that it's a Ouroboros. This is the same symbol that Scully got tattooed on her back in Never Again.
Mulder: (about the zombies) Shoot for the head. That seems to stop them.
(After they kiss)
Mulder: The world didn't end.
Scully: No, it didn't.
(After they kiss)
Mulder: Happy New Year Scully.
Scully: Happy New Year Mulder.
Scully: Mulder, those people, even when they were alive mangled biblical prophecy to the extent that it's unrecognizable. The year 2000 is just their artificial deadline and besides, 2001 is actually the start of the new millennium.
Mulder: Nobody likes a math geek, Scully.
Scully: Mulder, have you been spreading rumours?
Mulder: Why? You hear any good ones lately?
After watching the ball drop on New Years' Eve we see the second on-screen kiss between Mulder and Scully.
Vince Gilligan's tradition of including his girlfriend's name (Lucy "Holly" Hartwell Rice) in all his episodes continues here - much of the episode takes place in Rice County, Maryland, and the institution where Frank stays is the Hartwell Psychiatric Hospital (in Virginia - Vince's home state).
This is the only explicit "crossover" with the cancelled Millennium show. A previous character crossover featured Scully's favourite writer, José Chung (author of "From Outer Space"), in the Millennium episode "José Chung's Doomsday Defense", both episodes written by Darin Morgan.
Mulder: Shoot them in the head, it seems to stop them
This line is a homage to the original Night of the Living Dead.