Interesting to note Harold's shaking hand and the same motif in the third-last episode (where Bob emerges, left-hand first through the curtains by the end). Though Harold does outright dismiss Bob's existence to Laura in FWWM, perhaps there was a certain awareness, and definitely fear, of the dark forces in the woods - even if he did not truly understand what that was. Was he perhaps a potential host for Bob at one point? Does his desire to stay indoors reflect his want to keep Bob - or whatever he believes these evil forces to be - out of his head?
It's something the more atune townspeople have been always aware of, given Truman referring to "the evil in these woods" early in the 1st season and Hawk's tale of the Black Lodge. Mrs. Tremond and her grandson are certainly close to Harold in a sense (perhaps the real Mrs. Tremond is the old woman's host like Bob with Leland and appeared before Donna to help her?). They two have undoubtedly a connection to the Lodge given their prescence at the convenience store, only perhaps like Mike that they are driven to stop Bob, (by way of guiding Laura and Donna). A little off point, but there you go. ;)
-- Gerry
the black dog runs at night