"Pine Barrens" is the 37th episode of "What We Do In The Shadows". The 37th episode of "The Sopranos" was also titled "Pine Barrens".
The description of the Jersey Devil's genitalia was improvised by Anthony Atamanuik.
The interior of Sean's hunting cabin was in the Toronto studio, but the exterior was built in the woods further north near Uxbridge, Ontario.
The wooden game board visible in the background of Sean's cabin (like in the scene when he's describing the Jersey Devil to Baby Colin) is for playing crokinole, a miniaturized variant of shuffleboard.
The gunshots were all added digitally in post-production -the firearms on the set were plugged.