During the scene in Moscow, the fake snow damaged some of the cars and ABC had to pay for paint jobs on many of them.
Young Ben gives Sayid a copy of "A Separate Reality: Further Conversations with Don Juan" by Carlos Castaneda.
In the flashback at the bar, Sayid is drinking McCutcheon's, the same Scotch Charles Widmore had in his office and at his bedside, and that Charlie and Hurley used to get Desmond drunk on the island.
Ben refers to the man Sayid kills in Moscow as Andropov. Yuri Andropov was the Chief of the KGB for 15 years (1967-1982) and made KGB the notorious omnipotent and omnipresent organization it was. After the death of Leonid Brezhnev, Andropov was the Soviet leader for 15 months and died from diabetes in 1983.
In Moscow, after Sayid exits the building he killed a man in, a sign reading "Oldham Pharmaceuticals" transliterated into Cyrillic can be seen above the door. On the Island, Oldham forces Sayid to eat a sugar cube laced with drugs as an interrogation method.