When Peggy arrives at the SSR's LA office, there is a sign is in the background with the words "Tales of Suspense," a title of the Marvel Comic that first introduced Iron Man.
There really was an early 20th century particle physicist named Chadwick. He was awarded a Nobel Prize in 1935 for the discovery of the neutron and later led the British team that worked on the Manhattan Project. However, the Calvin Chadwick character in this series does not actually work as a scientist at Isodyne Energy but is instead the company's owner who is more interested in his political ambitions.
In the comics, Whitney Frost is the alias of Giulietta Nefaria also known as the Iron Man villainess Madame Masque.
The bank heist that opens the show was filmed in an old Bank of America on Spring Street in downtown L.A. Because its vault had been converted into a bar, the vault seen on screen was constructed on a soundstage. After it was scrapped, it was decided that the sequence needed a few more scenes to make it really sizzle, so the set had to be constructed a second time a month after its original use.
Howard Hughes, the brilliant engineer who is a contemporary of the fictional Howard Stark (and the character Tony Stark was originally based on), also produced and directed movies in the early 20th century.