The Sky Police main theme and the music in the last segment is parodying music from the musical Thoroughly Modern Millie, specifically, the 1926 song "Baby Face". Also, stock footage from this episode is used for the 27th season episode,Lisa's bedtime business.
This is the second time the Springfield Church got destroyed after a flying object got out of control and crashed into it. The first was Homer's rocket in She of Little Faith. Also, in both situations, someone (Homer/Army soldiers) tried to shoot down the flying object.
When the church gets replaced by "Atheist Strip Club", the appearing tonight billboard advertises Crystal Hitchens. This is reference to well known atheist Christopher Hitchens
Bart, Lisa and Maggie are shown to be in the casino, however you have to be between 18 and 21 to enter a casino in the US. Therefore they should not of been there.
Apu and others say that Card Counting is legal, however the group were assisting each other and card counting is illegal if a device or person assists the player, meaning that they were all breaking the law.
Lisa was surprised that Marge was gambling despite Marge's previous gambling problem.
The group disguised themselves when they went to the casino again as they were known card counters, however they were all still recognizable.
Casino management tell Marge she is free to go as long as she and the group don't return, however the group illegally won a large amount of money, so they would have been prosecuted.