The Alonso's Old Time Axle Grease was an Easter egg that was also used in the Preacher Comics as a lube used by the detectives.
Cassidy mentions that the Cowboy, played by Graham McTavish, could be a Nazgûl from the Lord of the Rings. Graham McTavish played in the the Hobbit (which is part of the Lord of the Ring universe) a dwarf named Dwalin.
The comic book, Archie's One Way, that Cassidy is reading is one of the religious Archie comics published by Spire Christian Comics in the early 1970s.