Age Without Youth: Alfred Fellig is immortal, but doesn't appreciate it and envies people who die. Even young. Averted, because unlike the man of the Greek myth after which the episode was named, Fellig doesn't continue to age; he just remains in his 60s.
Chekhov's Gun: One dating all the way back to the Season 3 episode "Clyde Bruckmans Final Repose".
Deliberately Monochrome: Alfed Fellig sees when people are about to die. Their colour fades and he sees them in black and white.