The Danza: Averted in "Sick Girl". Misty Mundae is credited under her real name Erin Brown.
Dawson Casting: "Fair-Haired Child", where a 24-year-old actress plays what's supposed to be a 13-year-old girl.
Missing Episode: The episode "Imprint" was never aired in the U.S. While it dealt with a lot of subject matter that American TV censors would find abhorrent (incest, prostitution, birth defects, child molestation, and abortion), it did eventually get released on DVD. An alternate interpretation holds that Showtime deliberately withheld "Imprint" from broadcast so they could publicize the DVD set as having a "too squicky for Showtime" episode.
Lucky McKee very nearly got Randy Newman to score the "Sick Girl" episode in the first season. Newman was interested but had to turn it down due to coming down with a case of chicken pox. Jaye Barnes Luckett (McKee's usual composer) ended up doing the episode.
Stuart Gordon originally intended to cast Jeffrey Combs as Mr. Masurewicz in "Dreams in the Witch-House", but a scheduling conflict led Campbell Lane taking the part. Combs later appeared in the Gordon-directed "The Black Cat".
In the original short story on which "Pelts" was based, the cursed coat ends up in the possession of a homeless woman. The curse does nothing to her at all, because she only wears it for much-needed warmth.