After Dr. Brennan is shot, she has a number of visions in which she sees her mother. In some of these, she's wearing a dolphin necklace:
In two previous episodes, Dr. Brennan comments on her mother's love of dolphins. In "The Woman in Limbo" (S1E22), when her mother's remains are found in the Jeffersonian, she remarks, "I remember this belt buckle. I borrowed it without asking. First day of high school. My father had it specially made for my mother because she loved dolphins."
In "Stargazer in a Puddle" (S2E21), she points out a drawing of a constellation in a murder victim's home and says, "This one's Delphinius [sic], the dolphin. It was my favorite when I was a child. My mother and I both loved dolphins, so that was something that we shared."
The dolphin necklace that she's wearing in this episode is never commented on, but it does provide a link to these earlier, related episodes.