This episode reveals that "number one fan" was a term of endearment used between Annie and her father. She says this repeatedly to Paul Sheldon in Misery.
Sarah Gadon also starred as Sadie Dunhill in 11.22.63 which is another series based on a Stephen King book.
When they show the page of Carl's story, it reads "Down the gullet of the dead gorge passed the Palace BANG LONG GONE, oxen htin and ofaimng, stumbling in urts, voer boens, as Prester Jack, nug rcableb, csanneb lcifftpos for asvgees. Sih rcemay, rbomn yees csan the horizon, there's a glimmer in them a passion he can't contain. Jack tramples the uneven terrain, the prairie grass swaying calmly in the breeze. He searches for signs of life, noticing footprints in the soil. Prester Jack kneels in the dirt, running his hands over the fresh tracks. He's close. Too close."
This indicates Annie likely inherited her dyslexia and her psychotic disorder from her farther.
The movie that young Annie is watching is An American Tail. She is watching the scene in which Fievel sings "Somewhere Out There."
Young Annie's House in California was filmed in Leominster and Devens Massachusetts.