When Cyril hits Pam in the stomach, she vomits up a key. He then mentions that getting hit in the stomach was how Harry Houdini died. Houdini's trademark way of escaping was to swallow the key beforehand and control his gag reflex later to retrieve the key.
Archer refers to Lana as Eugene Debs while she is carrying him away from the blown robbery attempt. Debs was a prominent socialist and union organizer in the early part of the twentieth century.
"Bread and Roses" was a possibly apocryphal slogan associated with the Lawrence strike of 1912, in which immigrant female workers struck for better wages and working conditions, which they mostly got. The strike is most famous for its invention of the moving picket line, used to this day, to prevent the strikers' arrest for loitering.
The opening scene is a calque of the theft of the Pink Pather diamond in the opening scene of "The Return of the Pink Panther" (1975), starring Peter Sellers. In the film, the thief uses a crossbow to shoot a cable across the room and then uses the cable to slide across the floor to get to the diamond. The gem Archer and Lana are stealing resembles the Pink Panther diamond, although larger, and emits a similar pinkish hue.