Probably one of the coolest statistical anomalies came in one game. Three players combined for all TEN of a team's goals. (That would be Havlat, Alfredsson and Heatley against Buffalo for those who don't remember.) Also, after the four goal game was beginning to become rarer than the Sasquatch, Ottawa proved the New NHL was the real deal when three of their players accomplished the feat in a three game period. (Heatley, Havlat, Alfredsson, again). Later that season, Jan Bulis proved that it's nothing special.
In another game against Buffalo later in the season, Ottawa scored three goals in just 1:16! (Smolinski, Schaefer, Alfredsson, if I recall) However, that period stretched over an intermission.
In another anomaly involving Buffalo, they beat us in the playoffs!
For a period in March, Mike Morrison was on a rabid pace, scoring 1.17 points per game for the Senators over a multi-week period before cooling down. He was right up there with Spezza, Heatley and Alfredsson over that period.