The photo Dr. Kreizler shows Cyrus is an actual crime scene photo of Jack the Ripper victim Mary Kelly. She was murdered 8 years prior to when this took place.
Psychologist Laszlo Kreizler (Daniel Brühl) recommends the reference book "Psychopathia Sexualis" to associate John Moore (Luke Evans) the author of which, Richard von Krafft-Ebing, was a renowned psychiatrist whose forensic tome became required reading for psychiatrists, physicians, and judges of the time and also popularized the terms 'sadism' and 'masochism'.
Sheeny or Sheenie is a derogatory term referring to someone of the Jewish faith.
The allusion to Immigration Station turned Aquarium, is now known as Castle Clinton or Castle Garden.