Marge tells Lisa she hopes at least one of the Simpsons will go to Heaven. In "Simpsons Bible Stories" that's what happened - Lisa starts ascending to Heaven, but Homer grabs her and takes her down to the barbecue in Hell along with the rest of the family.
While walking into the new church, a man claims that he can exchange money for the patrons, Lisa remarks that it "could not be more blasphemous!" This is a reference to the biblical account of Jesus and the money changers.
When Marge tells Homer that this is the worst thing he's ever done, Homer replies that she's said it so much that the words have lost all meaning. Marge has also told Homer something is the worst thing he's ever done in "Brawl in the Family" (when it's revealed that Homer married the barmaid from Vegas). She's also said something very similar to that in "The Cartridge Family" (when Bart finds Homer's gun and uses it to play William Tell with Milhouse).
Syndication cuts a scene where as the rocket is launched, a homeless person stops drinking his alcohol and leaves it. A business man subsequently sees the alcohol and drinks it at the same spot.
This episode reveals that Homer wears contact lenses.
When Reverend Lovejoy is done with his sermon, he says that the Noid has somethings he'd like to say, and the Noid in question walks up to the podium.
Bart's chalkboard gag was probably a subtle reference to his limited-edition breakfast cereal released in 2001, Bart Simpson Peanut Butter Chocolate Crunch Cereal by Kellogg's.
On the "Jumbotron", Lisa is captioned with the words "Pouting Thomas," a play on the phrase Doubting Thomas.
This is also a reference to the 1970s episodes of Saturday Night Live where, after a sketch ended and before the show went to a commercial break, the camera would zoom in on someone in the audience and a bizarre or risque caption would appear below the shot.
Lisa refers to the jazzed-up church as being like "the whore of Babylon", which was what Martin Luther called the city of Rome in his "95 Theses".
When Ned hears Lisa announce that she is a Buddhist, he exclaims, "My Satan sense is tingling!" This is a spoof of Spider-Man's catchphrase, "My Spidey-Sense is tingling!"
The title is a reference to a line quoted in the Bible "ye of little faith."
What Lisa was chanting while ignoring her mother was Om mani padme hum, a mantra popularly associated with Tibetan Buddhism.
The Buddhist temple's main figure is not actually the historical Buddha himself, but rather a Western misinterpretation of him; the familiar obese laughing figure is actually the Chinese interpretation of the Bodhisattva Maitreya, who has come to be a representative of the Buddha in some episodes.
When the family returns to the house after searching for Lisa the driveway is green, while everything else including the street is covered in snow.
Rev. Lovejoy mentions that Mrs. Glick is recuperating at home. Yet she can clearly be seen with the other churchgoers.
At the end, Marge and Lisa are on their way to the kitchen to get Christmas cookies, however they never go into the kitchen, they just walk around in circles in the living room.
When Lisa first enters the Buddhist temple, there are two flower pots in front of Lenny and Carl. in the next scene, the flower pots are gone.
In both earlier and later episodes, Lenny and Carl are shown to be Christians.
Lisa says she still believes in God and isn't turning her back on him, however she goes on to pick Buddhism as her new religion, despite the fact that there is no deity in Buddhism.