The song featured in this episode, "Thinking of You," was recorded and co-written by Christian Kane. It was released later that year (2010) on his band's country album, "The House Rules."
Alona Tal, Christian Kane, and John Schneider are all singers in real life, and did all of their own singing in the episode.
According to the DVD commentary, a ballet dancer was used for the scene where Parker dances through the bar picking pockets for tickets. The final edit shows the upper body of Parker, played by Beth Riesgraf, but the shots of her legs spinning through the crowd are that of the dancer.
While many cons mentioned in the show are fake, the fiddle game is a real confidence trick. The classic version is a two-man short con, best explained by the version of the trick that gave it its name. Grifter A enters a bar with a fiddle case, and begins to tell the bartender of their serious money troubles. They leave on some pretense, and either leave the fiddle case accidentally or as collateral against their returning to pay for their drinks. Grifter B enters soon after, sees the fiddle, and claims it is a rare and expensive instrument, and asks if they can buy it for a very large sum. The bartender presumably will say the fiddle is not theirs, so Grifter B leaves their phone number and tells the bartender to call them if the owner wants to sell. The con now relies on the bartender being greedy, and realizing he can buy the fiddle from the poor, broke owner for cheap and then sell it and make a fortune. When Grifter A returns, the bartender will offer to buy the fiddle out of pity, to help the guy out. Grifter A makes a show of the fiddle being a family heirloom, ideally driving up the bartender's offer. Then both grifters walk away with their money, and the greedy bartender is left with a cheap fiddle. In the Leverage episode, Nate is Grifter A, Sophie is Grifter B, Kirkwood is the bartender, and Elliot (or rather, Elliot's song) is the fiddle.
Eliot's alias, Kenneth Crane, bears a close resemblance to the name Christian Kane, the actor's real name. In addition, the fans of Kenneth on the show call themselves "Craniacs". Christian really does sing and record songs, and his fans call themselves "Kaniacs".