Wil Wheaton says "You dematerialised me" harkening back to his time on Star Trek: The Next Generation.
When Fargo says "I suppose we can't talk this out, man to replicant?" he is referencing Blade Runner.
When Holly is talking to Fargo she mentions the queen alien on LV426. This is a reference to the creature & planet in Aliens.
Holly's phrase, "Resistance is futile," is a callback to Jean Luc Picard as Locutus of Borg on Star Trek: The Next Generation