1. One must have a "clean body" in order to wear Tefilin.
2. Elisha Ba'al Kenafayim was miraculously protected from Roman persecution in the merit of wearing Tefilin.
3. Bnei Yisrael are compared to a dove.
4. The Gemara discusses the source for the 39 Melachos that are forbidden to be performed on Shabbos.
5. There is a dispute about whether Yosef ha'Tzadik returned to his master's home to do his work, or to do something else.
A BIT MORE
1. A "clean body" means that one may not flatulate or sleep (among other things) while wearing Tefilin.
2. When a Roman chased him because he was transgressing the decree against wearing Tefilin, he took the Tefilin off and put them in his hand. When questioned about what he had in his hand, he responded that it was the wings of a dove, and indeed when he opened his hand it contained the wings of a dove.
3. Just as the wings of a dove protect it, the Mitzvos protect Bnei Yisrael.
4. The source is the 39 types of work done during the building of the Mishkan which do not override Shabbos.
5. While the verse states that he returned to do his work, some interpret this not to refer to work, but rather he intended to sin with Potiphar's wife.