Complete Monster: Francis Bolt is a criminal mastermind and precision expert. In "All the Queen's Horses", he has his brother Randal hijack a train carrying some Mounties to a horse show in the US. Under his brother's direction, Randal demands a ransom, but plans to crash the train into another train carrying spent fuel rods, nuking Chicago in the process. After his brother is captured, Francis himself appears in the episode "Red, White or Blue". Francis devises a plan to free his brother, working with his cousins, capturing Benton Fraser and Ray Vecchio in the process. Francis takes over the court his brother was being tried in, kidnaps the judge and jury, rigs them with explosives and uses them as hostages. Francis leaves Fraser and Vecchio in the court strapped to bombs that will explode if their heart rate gets too high. Francis is also using this rescue operation as a cover for a different crime, stealing some bonds that will be used as evidence in a different case. Francis and Randal knock out their cousins, hoping they will die in the explosion, so they would not have to share the bonds with them.
Creator's Pet: Ray Kowalski, who's compared more favorably to Ray Vecchio by having a better service record with the Chicago PD, and commendations. The actor was also picked for the role by the producer. Became a Fandom Pet to those who see him as a better cop than Vecchio, more attractive than Vecchio, and a better friend to Fraser than Vecchio.
A semi-recurring one in fanfiction (and jokes on Tumblr) is that some of the other roles Callum Keith Rennie has played (particularly Billy Talent in Hard Core Logo) is just Ray on another undercover gig.
Fridge Brilliance: In Free Willie, Fraser mentions a half-remembered thing his father once told him when he was very young about sewing your wallet to your underwear, then quickly moves to a more relevant topic. A few episodes later, in Manhunt, Buck tells Fraser a story about Bob Fraser trekking out into the wilderness to the place he nearly died previously (rescued by Buck) to recover a wallet that young Fraser had made for him. Maybe that experience was why he started sewing his wallet to his underwear.
That is correct: an unloaded gun would still be seen as illegal under Chicago law. However, as a RCMP Officer, he would be permitted to carry a loaded firearm in the States. Fraser should have been well aware of this considering his familiarity with all the laws.
In A Cop, A Mountie, and a Baby, the episode ends on Ray and Fraser bantering and walking off into the distance... or rather, walking onto what appears to be an active flightline at their local airport. It's not really clear where they were planning to go.
Paul Gross, who in this movie played the up to eleven ideal version of a Royal Canadian Mounted Policeman, would later star in a Made-for-TV movie called Murder Most Likely, Based on a True Story about a crooked Mountie who may or may not have murdered his wife.
A recurring villain in the first couple of seasons is a mob boss by the name of Zuko.