At the end of episode 4, when you're walking up to the Crooked Man's door, you can hear some conversation.
The Jersey Devil is laughing, then Georgie says:
"(...)some kind of a f-ing joke? What did I tell you, eh? Stop laughing at me.
Video link to that point of time in the game: https://www.youtube.com/watch?feature=player_detailpage&v=whVdYSmAQ7Q#t=4391
If you chose the correct options in episode 2, Toad's son will tell you that he heard someone say, "Stop laughing at me," after that someone dumps Lily's body in the lake/river.
Edit: Just to note, it probably is just a coincidence, but I wanted to point it out anyway.