Seasons Two and Three do a lot of exploring around the idea that people aren't who you think they are. Also, that who you are depends - a lot - on what has happened to you. A lot of what's literally true in Fringe is metaphorically true in our universe. What I love about this show is that it is every bit as silly as it is deep. Walter, that beautiful trippy savant, captures this perfectly several times an episode.
Another thing I love about this show is that Olivia, Astrid, and Nina are so smart and capable, and they talk about things other than men. And did I mention the writing? It is excellent.
Season Three, especially, poignantly fills in back story (which, although it doesn't always square with what we were led to believe in previous seasons, makes so much sense) while managing to move the plot forward organically.