Someone is not just killing, but doing so ritualistically. Castle's knowledge of obscure rituals points to someone conducting a findsman's ritual; whatever he or she is doing, it's obvious that something has been lost and they want it back. However, trying to find the truth amid illegal immigrants and confusing facts tests the abilities - and imaginations - of the team.
Castle, talking about the prospect of his ex-wife Meredith moving back to New York, says that it would be a "very special brand of Hell". This is a possible allusion to Nathan Fillion's previous show, Firefly, where his character, Malcolm Reynolds, is threatened by the Preacher with the "very special level of Hell" if he takes sexual advantage of a (seemingly) innocent young girl. The Preacher's more graphic description is "a level they reserve for child molesters, and people who talk at the theatre."
During the gunfight between Kate and the other gunman, at one scene, showing from the other gunman's perspective, Kate lifts her gun to take a wild shot at him. The scene then quickly switches to behind the counter, and again Kate raises her gun to take a pot shot at the gunman.