The first time Homer travels back in time, he was originally supposed to state "I'm the first non-fictional character to travel backwards through time". The line was later changed from "non-fictional" to "non-Brazilian". Matt Groening was confused as to the reason for the change, since he liked the original so much. In fact, he did not even understand what the new line implied.
There is a deleted scene on the DVD that takes place during "The Shinning" in which Bart is riding his skateboard through the halls, turns a corner and sees Sherri and Terri who sing "Your father's gonna kill you!". He runs away and turns another corner and sees Patty and Selma who tells him "It's true, ya know".
David Mirkin said that Homer's line, "Oh I wish, I wish I hadn't killed that fish", is one of his favorites in the show, and that the alternate future in which the family are rich "breaks [his] heart every time".
Matt Groening has said that "This is indeed a disturbing universe" is one of his favourite lines from the show.
According the DVD commentary, in "Nightmare Cafeteria", there was a scene written but not used in which Sherri and Terri were served as lunch. The meal is named Terri-yaki with Sherri sauce.