As Himself: Garrison Keillor. Actually, the character he playes is credited as "G.K.", with some notable personality differences: the Real Life Keillor doesn't have any problems with giving memorials on the radio, including moments of silence, and is only slightly less of a Cloud Cuckoo Lander than his film equivalent.
Cloud Cuckoo Lander: Guy Noir most definitely and a lot of his clients; Garrison to a lesser extent.
Continuity Nod: The station the film's version of APHC airs on, WLT, first appeared in Keillor's novel WLT: A Radio Romance.
Dead Air: After one of the singers passes away backstage during the show, they briefly consider having a moment of silence for him on the show.
Mood Whiplash: Done brilliantly when the Johnson Sisters' heartbreaking duet "Goodbye to my Mama" is followed up immediately by Dusty and Lefty singing "Bad Jokes" which is 4 1/2 minutes of pure, unadulterated comedy.
Reality Subtext: During the production of the film, Robert Altman's condition was fading and he announced that he had a pacemaker in his heart. For insurance purposes, Big Name Fan, Paul Thomas Anderson was an overseer who would step in as director if anything happened to Altman. As such, the film's themes of "death" can be seen as Altman's own reflection of his mortality.
The fact that he died after production only adds to this.
"The death of an old man is not a tragedy."
The Show Must Go On : A theme explored in all its facets, with some of the cast members, especially Lindsay Lohan's character, thinking Keillor is a little callous when he refuses to pause when one of their own dies during production.
The film's credits avert this, it plays over the cast singing and performing even After the End.