The store Lester (Martin Freeman) bought his shotgun from was open during store hours at Camper's Village in Calgary, Alberta. Customers got to watch takes of the scene as they shopped.
After Gus's (Colin Hanks) neighbor is done talking about the rich man parable Gus says "well you're saying...what are you saying?" This is the exact same thing Stan Grossman says to Jerry in Fargo (1996).
The title comes from a koan attributed to the Zen master Yunmen Wenyan and the Buddhist concept of Dharmakaya. The "six graspables" are the five human senses plus the mind. The "six ungraspables" signify how neither sense nor thinking can be of any help in the comprehension of the absolute. This might correlate to the characters' relationship to the ideas of a higher power.
When the neighbour that visited Gus (Colin Hanks) recognises Lorne Malvo (Billy Bob Thornton) as an Evil Angel he calls him "Se'irim", the yiddish word for "demon".
The sporting goods store where Lester (Martin Freeman) buys his shotgun is called 'Uli's', a possible reference to Uli Kunkel from The Big Lebowski (1998), a character played by Peter Stormare who also appeared in Fargo (1996).
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