Walter's Lab Notes from Bad Dreams include Nick Lane's news clippings, including the two-headed goat story, a very melted red candle, and the fourth piece to the "Walter puzzle".
Walter's notes take the form of a poem, where he essentially recaps the episode. There doesn't appear to be anything new in his notes, but the numerous news clippings may contain something. I don't see anything at first glance, but like the JJ Abrams edition of Wired, there may be clues hidden within.
The folks at Fringepedia have been playing with the puzzle pieces, and it looks like they may fit together like Fibonacci squares, forming a Golden Spiral. Here are the first four pieces arranged in the 1,1,2,3 format.