The opening quote - "For me there are neither locks nor bolts, whatsoever I desire is mine." - comes from the fairytale "The Master Thief".
The letter from the Office of Strategic Services is signed "W. Donovan." William "Will Bill" Donovan was the director of the OSS during World War II. He was also a World War I Medal of Honor recipient and co-founder of the Central Intelligence Agency.
Throughout this episode, the coroner, otherwise known as Harper, is referred to as Parker.
The title 'Three Coins in a Fuchsbau' is a play on words and a reference to the movie 'Three Coins in a Fountain', which was about coins and magical wish fulfillment. The movie was popular in the 1950's and had a theme song 'Three Coins in a Fountain' sung by Frank Sinatra, which became a popular song in it's own right.
"Steinadler" comes from the German for "golden eagle," itself from "stein," meaning "stone," and "adler," meaning "eagle."