The Cenacle, the traditional site of the Last Supper
The Wailing Wall, the last remaining portion of the Second Temple (and the closest that Jews today can actually get to the Temple Mount, due to Jewish religious restrictions—fear of accidentally treading on the site of the Holy of Holies)
The Church of the Holy Sepluchre, the site of Jesus' crucifixion and burial
The Dome of the Rock, the third-holiest site in Islam (in reality, Homer and any other non-Muslim would be forbidden entrance)
The Dead Sea
The Negev Desert (no hint is given as to what the name of the desert in which Homer Simpson got lost in was, but it is generally assumed to be the Negev because it is the main desert in Israel)
The Reformers parody film parodies both the Transformers franchise and the different movements in modern Judaism (particularly the more liberal Reform branch and the conservative Orthodox branch)
In Homer's vision in the desert he sees a tomato, a carrot, cucumber. Parodies of Larry the cucumber, Bob the tomato and Laura the carrot from Veggie Tales.
The scene in Jerusalem where the man plays the violin on the roof is an illusion to the famous musical Fiddler on the Roof' about the Jewish milkman Tevye and his family.
The music played and the surrounding characters when Dorit is chasing Bart are similar to the film Run Lola Run.
Jakob tries to sell Marge his Uzi that he used to kill "three Ugandans". This is a reference to Operation Entebbe, were Israeli Commandos saved Israelis that were kidnapped by Palestinian and German terrorists and landed in Uganda.
Everyone saying that they are the messiah is a reference to Spartacus.