The carton of cigarettes that Travis (Michael Graziadei) buys for Constance (Jessica Lange), seen on her kitchen table, has the red packaging and overall branding look of classic Pall Mall cigarettes. But the name actually shown on the package is "Pell Mell", a phrase meaning "in a confused, rushed, or disorderly manner" or "helter-skelter".
This is the only episode of the season where Violet is absent. She is mentioned throughout but never appears.
Room of tears is real thing, it is where a newly elected pope changes into his papal cassock for the first time. The Pope's Box on other hand is just a myth.
Elizabeth Short was real person who was murdered and they never found who killed her.