The statue McNulty is drunkenly addressing (at around 39 mins) is of Major-General Samuel Smith who was a United States Senator and Representative from Maryland, a mayor of Baltimore, and a general in the state militia.
The song playing in the car, when McNulty is driving the homeless man to the shelter, was the thematically-appropriate (for both the homeless man, as well as McNulty, in his present state) 'Turkish Song of The Damned', by The Pogues.