Deliberate mistake: Though he moved freely about the station in his environmental suit, Kosh was never actually seen going through a door. He approached doors, but then, sometimes rather disconcertingly, would suddenly be shown on the other side. The reason: look closely and you'll realise his costume was too large to fit through any of the doorways on the set, so in reality the character would never have been able to move around the station.
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Trivia: Marcus tells the Mars resistance fighters that he was raised on the planet Arisia. J. Michael Straczynski used that name as an homage to one of his favorite science fiction book series, E.E. "Doc" Smith's Lensmen novels, in which the Arisians were the good guys.