Sara's reference to a "young Madame Defarge" and the "death shroud" (about 19:20) is a reference to the character of the same name, Madame Defarge, from Charles Dickens' famous novel, "A Tale of Two Cities."
The line, "A horse! A horse! My kingdom for a horse!" is originally said by Richard III in Act V, scene 4 from the play of the same name.
In the opening of the episode during the investigation of a horse trainer found dead in the cargo bay of a plane: Catherine: "Where to start?" Grissom: "First witness, first suspect." They turn to look at the horse. Catherine: "The horse?" Grissom: "Of course." This is a reference to the 1961 TV show, Mister Ed theme song. "A horse is a horse, of course, of course, And no one can talk to a horse of course. That is, of course, unless the horse is the famous Mr Ed."