The name Villanelle uses as her interrogatory with her help hotline (Dozen Incorporated), "Cher Horowitz" is the character Cher's (played by Alicia Silverstone) full name from Clueless (1995). Her distress code was that she "failed her driving test" - which was an obstacle for Cher in the movie. This is a callback to how she repeatedly mentioned she liked watching movies in series one.
When Villanelle is being shown around her 'good samaritan's home, full of dolls, he calls only one by name, 'Annabelle' a famous doll/horror reference to add to the creepiness.
At one point Villanelle says, "I hate ghosts." Eve's MI6 group call the unknown female assassin "The Ghost".
All episode titles thus far have been lines featured in the show.
The scene of Villanelle walking barefoot out of the house in a nightgown is eerily reminiscent of Ivy Moxam (also played by Jodie Comer ) walking out of the house in the opening scene of Thirteen (2016)