This is the first time that the destruction of the church was not at the hands of a member of the Simpson family in this case it is Clancy Wiggum who destroys it with his jet pack.
One of the inmates who escapes jail when Chief Wiggum destroys the prison wall is Sammy Hagar, who was arrested for running over Groundskeeper Willie in a previous episode ('Cover Craft').
This is the first and only episode where 'Old Gil' Gunderson is successful without any subsequent failure. He holds the insurance for Springfield's church and it is insured for everything except an Act of God, which the destruction of the Church is classed as.
The episode title, "Sky Police", has three very different meanings in this episode. At the start, it's simply Chief Wiggum using (and causing massive destruction with) the military jet-pack that he wasn't supposed to have in the first place. Later on, the words are a general reference to a higher religious power, whether it's the standard Christian version or the Hindu deity described by Apu. And at the end of the show, the 'Sky Police' are the security and higher-level management at the casino, who see Marge's prayer vigil and answer it by releasing Homer from custody.