Who killed kitty?: At last, one of the great mysteries of Buffy is solved - the fate of Willow and Tara's kitten, Miss Kitty Fantastico. It seems an accident involving Dawn and a loaded crossbow sent the poor little bundle of fluff her to cat heaven.
It's... : Spike's comment about a Holy Hand Grenade is a reference to a device in classic British comedy film Monty Python and the Holy Grail. The Holy Hand Grenade of Antioch is used by King Arthur and his knights to attack a killer rabbit guarding a cave. Joss has often said that Monty Python was a big influence on him, so it's even possible that Anya's fear of bunnies stems from this scene.
Also, if you look closely at Willow's computer screen when she researches the scythes, there is a reference to the Black Knight - a fearsome warrior from the film who just won't give up the fight, even when all his arms and legs have been cut off.
There's another reference to King Arthur too - Buffy compares removing the scythe from its stone to the legend of Arthur and his sword Excalibur.
Bite me: Another running joke in Buffy seems to be references to Steven Spielberg's sharkfest, Jaws. Xander quotes dialogue from the film in Graduation Day Part One and notes that he'll never need to watch Jaws 3D again in Empty Spaces. Here, Anya suggests that they could blow up an enemy by shoving an oxgen tank down its throat and then detonating it, as Roy Scheider does in the film. Wesley pulls a similar stunt in the Angel episode Expecting.
Wonder woman: Many fan rumour sites claimed that executive producer Marti Noxon, who cameoed as the Parking Ticket Lady in Once More, With Feeling and Selfless, would play the woman in the temple. The role was actually taken by Christine Healy, previously seen in episodes of Charmed, 7th Heaven and Star Trek: Deep Space Nine.
Back to life: When Xander tells Buffy he will bring her back to life (because that's what he does) he is referring to season one's Prophecy Girl. Back then, he gave the drowned slayer CPR, as Angel was unable to do so, having no breath.
Walk like an Egyptian: Luxor Casino is a giant Egyptian-themed hotel and gaming complex in Las Vegas. Built in 1994, the Luxor features an IMAX theatre, King Tut museum, rollercoaster simulators and ten restaurants. You can also get married there.
It's a knockout: Xander knocks out Dawn with a chloroform pad. It's a movie myth that people can be rendered unconscious within seconds if they are chloroformed - it would take much longer, giving the victim a reasonable chance to break free from their attacker.
Hi honey!: Angel returns to Buffy for the first time since the show switched networks from the WB to UPN. Although they could have kicked up a fuss, the WB execs were happy to allow Joss to complete Buffy's story with any cast from Angel that he might need.
L.A. story: Angel's fourth season had concluded two weeks previously, allowing David Boreanaz time to film his cameo, which ties in continuity-wise with his own show.