This episode marks the first appearance of Radar O'Reilly's teddy bear.
Hawkeye's group interrogation is a nod to the William Powell character Nick Charles of The Thin Man series. Trapper even makes a comment to this effect. However, Powell's character wasn't the Thin Man. Nick Charles was a detective investigating a series of murders purportedly committed by a man referred to as the Thin Man by newspapers.
The title is based on the radio show "I Love a Mystery" about three friends who ran a detective agency.
When Henry shakes the stovepipe and soot falls in his face you can see his eyes watering and his nose running, making it seem as though the powder used actually got in his eyes.
This is the first time the viewer is given an exact indication of which year MASH was set in - 1951. While searching for his missing wristwatch, when Trapper John asks Hawkeye Pierce "Have you seen my watch?", Hawkeye replies "It's Tuesday. It's 1951. What more do you have to know?"