Dr. Zoidberg runs past several embassies, including a large, pink one. Originally, the sign in front said "Barbie Planet Embassy," but once the writers got tired of the joke, they retitled the sign to say "Klingon Embassy."
This is the third episode that a member of the Waterfall family appears in, this time "Old Man Waterfall." As with all others, Old Man Waterfall paid a heavy price for interacting with the Planet Express crew, this time getting squashed underneath a huge crab claw. We are also introduced to Frida Waterfall at the end, who will show up again later.
In the United States, there actually is a National Freedom Day: February 1, to honor the day Abraham Lincoln signed the 13th Amendment, abolishing slavery in 1865.
The ACLU head's song, "Don't Mess With Earth" includes the line: "It's waving proud across the world from Dallas to Fort Worth..." Dallas and Fort Worth are right next to each other, and often named in tandem as Dallas/Fort Worth, or by their airport code: DFW.
The "Fighting Dukaki" seen during the Freedom Day parade refer to a photo taken of 1988 U.S. Presidential candidate Michael Dukakis riding in an M1 Abrams tank. The photograph was taken to project an image of a man who would make a good Commander-in-Chief, but the photo op backfired, and was widely considered to be a public relations disaster, effectively dooming his campaign.