The Arrival - S1-E4
Trivia: Michael Cerveris makes his first significant appearance in this episode as The Observer/Bald Man. However if you watch the series from the beginning, he makes fleeting appearances in every episode, sometimes on a tv screen.
Inner Child - S1-E15
Trivia: The Observer September is briefly seen watching the boy as he is driven to his new home. (00:48:05)
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Trivia: Olivia walks past an observer on the train while looking for the suspect. (00:42:05)
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Trivia: The Observer appears in the hospital. The agents walk pass him on their way to see the dead man-baby. (00:09:20)