At the beginning when the woman calls the police, the phone number on the phone is (212) 555-2368. This is a variation of the "safe number" AT&T provided (311 555-2368) for use in movies and TV shows. It's most famously used as Jim Rockford's number in The Rockford Files.
Teri Garr appears here as Police Sgt Nora Mullins. She previously played an uncredited payroll clerk in The Stage Is All the World (1970) and will become a semi-regular playing Sgt. Phyllis Norton In the following season.
When McCloud gets a phone call from Taos, New Mexico, he talks to a colleague named Ben. This character, Marshal Ben Melendez, appeared in The New Mexican Connection (1972).