When Emma arrives at Steed's apartment, she reads some of the Christmas cards he's received. She notes that one is from Fort Knox, opens it and reads, "Best wishes for the future - Cathy." Steed responds, "Mrs. Gale! And how nice of her to remember me. What can she be doing in Fort Knox?" This is a reference to Honor Blackman, who quit her part as Cathy Gale in this series to appear as Pussy Galore in Goldfinger (1964) - which involved a scheme to make the gold held at Fort Knox, Kentucky radioactive and valueless.
In addition to the Charles Dickens-themed party, several cast members appeared in Dickens adaptations - Patrick Macnee and Mervyn Johns in A Christmas Carol (1951) as young Jacob Marley and Bob Cratchit, respectively and Alex Scott was Bradley Headstone in Our Mutual Friend (1958) and Jonas Chuzzlewhite in Martin Chuzzlewit (1964). And after this episode, Diana Rigg played Lady Dedlock in Masterpiece Theatre: Bleak House (1985) and Robert James played Newman Noggs in Nicholas Nickleby (1977).
Steed says that in his dream "Old Freddie was as dead as a door-nail." This is a reference to the opening lines of "A Christmas Carol" in which "Old Marley was as dead as a door-nail."
One of the few episodes, if not the only episode where John or Emma kill one or several of their enemies with a gun.
The shootout between Emma and the Santa Claus figure in the hall of mirrors echoes the famous fun-house scene in The Lady from Shanghai (1947).