The end of the episode, when Barry and Katya ride off on the bus, is a reference to the end of the film The Graduate, when Elaine and Benjamin ride off in the bus.
The Russian word "mudak" literally translates as "testicle", but would be used in the same sense as the English word "asshole".
The "wetsuit" in Krieger's apartment may be a reference to the novel/movie "Silence of the Lambs", in which the serial killer Buffalo Bill creates a suit made out of human skin from his female victims in order to look like a woman himself. This is supported by Archer's comments about it being made of skin, as well as the fact that the suit is clearly designed for a woman, just like the suit from Silence of the Lambs.
While looking for the bathroom in Krieger's apartment, Sterling walks by a room where dozens of pine air fresheners hang from the ceiling. This may be a reference to the movie "Se7en", during which the serial killer John Doe ties a man to a bed for one year, representing the Deadly Sin of sloth. The man rots and the air fresheners cover the smell. This would go along with other references to Krieger being a serial killer.