The Dispatcher, who is Bobby Singer's demon counterpart, is named Ellsworth. Ellsworth was also the name of Jim Beaver's (Bobby) character in the TV Series Deadwood (2004). A nice bit of symmetry.
When Sam and Bobby argue that Castiel wasn't fooled by Crowley, Dean says, "He's the Balki Bartokomous of heaven. He can make a mistake." He is referring to a main character in the 1980's sitcom, Perfect Strangers (1986) who is a naive and well-meaning Greek shepherd who comes to live in America.
The title of this episode is based on the Sean Connery movie The Man Who Would Be King (1975), which is in turn based on the 1888 Rudyard Kipling novella of the same name.
Castiel asks the Archangel Raphael whose heaven he's in and Raphael replies, "Ken Lay's. I'm borrowing it." He is referring to the former energy conglomerate Enron CEO who was convicted of securities fraud in 2006 but died before serving time. A picture of former President George W. Bush hangs in his study, Lay and Enron were big campaign contributors to both of Bush's presidential runs, there was even suspicion that Lay and Enron found ways to secretly give Bush more money than legally allowed, and therefore had Bush in their "pocket", but nothing was ever proven.