The title is a reference to the Dallas episode, “Who Shot J.R.?”
According to the DVD commentary for this episode, a college kid found out the shooter just a few hours after the show aired and posted his results on the web. The staff couldn't give him the prize in the "Who Shot Mr. Burns?" contest because he didn't enter properly. They were going to send him something, but they couldn't find his online user name anymore.
This is the first time a character shouts out a swear word in front of Ned Flanders which is unknown to the audience. It again happened in You Kent Always Say What You Want.
So far, this is the only two-part episode.
Moe was given his surname, Syzlak, in this episode and it was chosen in order to make him a stronger suspect. When Burns falls at the sundial pointing to W and S, it can be interpreted as M and S. According to the DVD commentary, the name "Syzlak" came from a phone book.