As Long as It Sounds Foreign: There is a sequence that takes place in Viking-age Scandinavia somewhere, with the extras speaking gibberish and the two main characters speaking completely incomprehensible Swedish. According to the behind the scenes on the DVD they had been told not to worry, and just say Norse-sounding things, but then the actors went and actually learned their lines in Swedish, so they used it. The pronounciation is, however, so terrible that a Swedish person doesn't even recognise they are speaking Swedish, and can't understand it even if they try. (Of course, real 9th century Swedish would probably sound comical, or worse, to moderns.)
Bilingual Bonus Sorta. In the flashback Olaf and Aud speak real but rather bad Swedish. Some parts are understandable, some not so much. Apparently the actors were told that the scene would be Hong Kong Dubbed so they wouldn't have to try too hard while acting, but in the end they used that version after all. Anyway, all of the dialogue is subtitled.
Brick Joke: "I'm so hungry I could eat a small child." Olaf the Troll Eats Babies. The Mustard Man is heard starting his song, in concert with the Parking Ticket Lady who's apparently his wife.
Xander's lie to Buffy in "Becoming, Part II" is exposed, though it's not clear if Buffy picks up on it. Willow had told Xander to pass on the message that she was trying again to restore Angel's soul. Instead Xander told Buffy, "Willow says kick his ass" — because of his jealousy/hatred of Angel/Angelus and/or because he thought Buffy's reluctance to kill her former lover was putting the whole world in danger.
Anya's Overly-Long Name she made up for when the Watchers' Council was investigating Buffy's True Companions, and she was afraid they would find out she used to be a demon ("Checkpoint").
The flashback to the Musical Episode "Once More With Feeling". Xander is muttering in his sleep about just wanting a happy ending, his motive for summoning The Music Meister Sweet. Anya asks if "the song with the coconuts was strange". David Fury and Maxi Norton can be heard singing about getting mustard on a shirt; the next day Fury's character will sing joyfully about having got the mustard out.
Spike telling how Drusilla would see the stars even while she was inside a building ("Innocence").
A vengeance demon can't be killed by a sword through the chest ("Older And Far Away").
Exact Words: Anya begs the demon D'Hoffryn to revive the people she's slaughtered, and even agrees to sacrifice herself for it when he tells her that will require the life and soul of a vengeance demon. There is protest by Anya's friends, teary goodbyes and a lot of drama; right up until the point D'Hoffryn summons Anya's best friend Halfrek, also a vengeance demon, and immolates her right in front of everyone.
Flashback: Sjornjost, 880 (showing how Anya became a vengeance demon), St. Petersburg, 1905 (showing how Anya started the Russian revolution), and to last year's Musical Episode.
Foreshadowing: "Oh, I wouldn't worry about that. From beneath you, it devours. Be patient. All good things in time."
Funny Background Event: The scene where Anya's conversing with D'Hoffryn while in the background the villagers chase around her ex, Olaf (whom she turned into a troll) eventually leading to a large pine tree falling down and crushing a building.
Fun with Subtitles: For all the problems with re the Swedish, Anya/Olaf/the townspeople's dialogue is hilarious!
Insane Troll Logic: In a flashback, Anya's then-boyfriend Olaf, whom she later turns into a troll, says to her "Your logic is insane, like that of a Troll!"
No Social Skills: After 3 1/2 seasons of everyone - including herself - blaming Anya's Literal Mindedness on having been a demon for 1,100 years, it turns out she was always like this.