The music used at the end is taken from Carter Burwell's score for Fargo (1996). In both cases, it's played over the main characters watching television as life returns to normal.
The cassette tapes Malvo (Billy Bob Thornton) brings with him are (aside from Lester's (Martin Freeman) marked with the names of production staff from the series (Clayton Budd, Greg Auch, Philip Chipera, Chris MacRae, etc.,) friends thereof, and characters from the Coen (Joel Coen & Ethan Coen) universe (Carson Wells.)
Morton's Fork is a type of logical dilemma in which two opposing options lead to the same unfavorable outcome. Faced with such a choice, a person must find or create a third option, as no good can come from the other two. It is thought to be named after John Morton (1420-1500), Archbishop of Canterbury under King Henry VII, who held that a man who lived an extravagant lifestyle was obviously wealthy and could afford to pay high taxes, while a man who lived a modest lifestyle was obviously saving his money rather than spending it and could also afford to pay high taxes.
This is the only time during the season where the title is black instead of red.
When Malvo (Billy Bob Thornton) drives away from the forecourt in the lookalike FBI car, the camera prominently shows its dealer (DLR) license plate. The DLR license plates fitted to the tan Ciera are what leads Marge Gunderson to suspect car dealer Jerry Lundergaard in Fargo (1996).