This is the third time Bill Cosby has been parodied on The Simpsons. There is an extra gag in that the Cosby family are losing ratings on their reality show, so the producers choose on the Simpsons; in the early years, The Cosby Show was a ratings rival with The Simpsons.
When the family realizes that they are seeing a hockey game, they are discouraged and disappointed, yet in "Lisa on Ice", the family seems to have an interest in the game.
When Kozlov hands Lisa his hockey stick, it says "КОЗЛОВ" - the real Russian spelling of Kozlov.
At one point when Bart is in the video confessional booth, he complains of boredom and says "Mutt and Jeff Comics are not funny! They're gay, I get it!". However Mutt and Jeff was first published in 1907, 12 years after the shows 1895 setting.
Apu says that Oreos were invented in 1896. However, they were invented in 1912.
The title is a play on the Beatles song "Helter Skelter," a famous song which, it was claimed by prosecutors, was indirectly connected to the murders carried out by Charles Manson and his "family". "Helter Shelter" had earlier been the name of the shelter in the episode "Homer Loves Flanders".
Though not the first, this episode of The Simpsons contains a reference to the 1990s TV character Steve Urkel from the show Family Matters. When Marge attempts to buy groceries from the Kwik-E-Mart, Apu informs her that he is under instructions from the producers of the reality show to vett her purchases for items that were not available in 1895 (claiming that Oreos were invented in 1896). As such, he deems the breakfast cereal Urkel-O's "delicious, but forbidden."
When Bart prank-calls Moe with morse code, Moe types back, mentioning the Transcontinental Railroad (1869) by saying "...I'm gonna drive a golden spike where your Union meets your Central Pacific!"
"Law & Order: Elevator Inspectors Unit" is a reference to the TV show Law & Order and its various spin-offs.