For a brief moment when Achmed is running, you can see Sweet Daddy Dee. Sweet Daddy Dee is one of Jeff Dunham's old characters. Walter's grumpy scowling face is also seen in the forefront of the crowd at around 40:50, during the "terrorist lovers, go home" scene. And then a few seconds later, Jose Jalapinio On A Stick is visible, too, held in the hand of the baby-dancer during the "GOAAAAAAL!" sportscaster-and-cheerleaders scene that Achmed and Hussan are watching through the front window of the Mexican shop.
Achmed's indignance about being asked if he also liked the W.T.P. character Piglet is a tongue-in-cheek reference to Jews, Muslims, and people of other Middle-East ethnicity whose religions forbid the consumption/handling of pork.
Gave a sneak preview of the show to the attendees of Vent Haven, a yearly convention of ventriloquists in Covington, Kentucky. It is known as the ConVENTion, and is where Jeff honed his craft from the time he was 14 years old. He has attended every year since then.
Kevin's throwing his voice to save Achmed from the Army snipers by impersonating a tough-as-nails Irish-American military general is an amusing reference to Jeff Dunham's trade as a ventriloquist. Kevin's puppet is even named "Little Jeff".
Achmed's desert-scooter and cell-phone call from Hassan, Chet's Hummer H2, and Carl's Toyota Prius are all humorous references to Achmed's "life history":
(1) In one of two "versions" of Achmed's "past life" and how he came to be nothing but a skeleton with eyeballs (the other version being that he'd gotten blown up by a "premature detonation" while on a suicide-bombing mission, the very same way that he does in this movie by mindlessly slamming his fist down on the detonator button of his bomb while talking on the phone to Hassan), he supposedly got "skeletonized" by a static-spark-ignited explosion from answering his cell phone while gassing up his scooter,
(2) Achmed's creator/puppeteer, Jeff Dunham, owns a variety of unusual vehicles, including an H2, and
(3) Achmed speaks of "seeing flying parts of a blue Prius" that had been blown sky-high along with Achmed's scooter in the massive explosion at the gas pump (and again, while conversing with Achmed during a previous show, Jeff Dunham implied that he himself drives one of these fuel-efficient models).