Claudia (played by Naomi Campbell) expresses contempt for Tristan's (Finn Wittrock) behaviour by disdainfully muttering the word "models", as she leaves the room. Naomi Campbell became somewhat notorious for her bad behaviour during her heyday as a model.
In "Hotel", Liz Taylor (Denis O'Hare) consoles Donovan (Matt Bomer) after he is left by the Countess (Lady Gaga). Liz suggests Donovan return to acting. "I thought you were an actor. You don't need a resume to be beautiful or talent to be an actor. Just ask Laurence Harvey." This is, of course, a reference to the actor of The Manchurian Candidate (1962) fame, Laurence Harvey. However, this could also be a meta reference to season 1 character, Larry Harvey (whose full first name is Lawrance). Both Larry Harvey and Liz Taylor are portrayed by Denis O'Hare.
The montage of Blaxploitation film posters for Ramona Royale(Angela Bassett) are "Slaughter Sister", "Silky Fine", and "Bride of Blackenstein".
At about 26 minutes into the episode, as the elevator is rising, the metal frame of the elevator door shows the bust of a 16/17th century explorer (noted by the Elizabethan collar and morion helmet). This was presumably a clue towards the Roanoke season.
In season 5, episode 3 "Mommy", Chloë Sevigny's character gets coffee at the hospital for one of her child patients, and when she pushes the buttons for a coffee, she pushes "A5". An obvious message that American Horror Story is in its 5th season.