In A Muddy Road, we hear the sultry sound of Lorne Malvo (Billy Bob Thornton) reading the Biblical story of Moses and his exile from Egypt over footage of various characters, culminating in Stavros being showered with blood ala the Ten Plagues of Egypt. While the connection seems tangential - why not read from the Bible passages about the actual ten plagues? - the real connection is revealed in the next episode, where we learn what Malvo is trying to learn from Stavros by secretly torturing him. Stavros' fortune and supermarket empire is built on the briefcase of money buried by Carl Sholwater in the original movie. Malvo's monologue ends with Exodus Chapter 2 Verse 12: "And he looked this way and that way, and when he saw that there was no man, he slew the Egyptian, and hid him in the sand." In the movie Fargo, when Carl buries the briefcase in snow, he pointedly looks "this way and that way" before marking it with a red snowscraper.
This also closes the paradoxical loop created by the film: namely, if it's "A True Story", how did the Coen Brothers know what happened to the briefcase full of money? With the addition of Season 1, we now know that Stavros found the money and then returned it to the side of the road - and then lived to tell the tale.
