The phenomena of persons instantaneously igniting, or spontaneous human combustion, has actually been documented although completely turning to ash has not been documented.
The music being played while Ryder Bond is conducting is, Symphony No 4 in F minor, Op 36 by Pyotr Ilyich Tchaikovsky
The shots of Kolchak digging up Frankie Markoff's grave are outtakes from previous episode The Zombie.
Lenore Kasdorf's character, credited as "Girl", has a name, "Janet". At least she got cast credit, unlike the man with her, Tom Berenger, who is not listed in the credits. If not for someone naming him in one of the photographs, even that would be unknown. Btw, as might be appropriate for this show, Tom Berenger was born in Chicago, IL.