The story about a homeless woman wearing newspaper as underwear is based on a real thing experienced by Terence Winter on the subway, where a passenger was a similar homeless woman.
According to Ariel Kiley who played the victimized Bada Bing stripper, Tracee, many viewers were so offended by this episode's violence that they canceled their HBO subscriptions, a fact she didn't mind saying she was proud of, since demonstrating offensive violence was precisely the intent of her and her fellow actors on the show.
The song played throughout the episode and over the ending credits is "Living on a Thin Line" by The Kinks.
There are three references to horses in this episode. When Tracee is walking by Tony, he tells another stripper that he wants to show her where a horse bit him. Silvio compares Tracee to a thoroughbred. Lastly, Caitlin tells Meadow that she is going to a horse farm to regain some balance in her troubled life. These comments and the events of this episode, strongly connects it to the season 4 episode, "Whoever Did This."
As a result of the excessive amounts of violence in this episode, it was classified "18" in the UK, and banned in Kuwait.