In the intervention scene in "Gray Matter," Hank tries to give Walt a pep talk using poker as an analogy. Where does Skyler later claim their sudden influx of cash has come from? Walt's gambling addiction. The moment could even serve as a retrospective, in-universe explanation for what 'inspired' Walt in the first place (ignoring the fact of where the money really comes from).
The tag of the final season is Remember My Name. In the penultimate episode, Walt is about to surrender when he sees on TV Elliot and Gretchen dismissing Walt's contribution to Gray Matter and Heisenberg's reputation as a drug kingpin. Their insult to Walt's name kicks off the series finale.
When Mike tells Walt that paying off the guys in prison is "what you do", Walt dismisses it as Mike wasting money on an unnecessary personal code, and opts to have them all killed instead. But later on, Hank is pretty easily able to flip Huell by convincing him that Walt wants him dead as a "loose end". This actually echoes several real life cases, where crime bosses killed too easily and their subordinates turned against them, fearing that they'd be next. In other words, Mike's code is the intelligent, reasonable way of dealing with the world of drug-dealing. Mike knew what he was doing, and Walt just didn't have a clue. It's a subtle but key example of how Walt brought about his own downfall by trusting his own judgement above everyone else's, even though he really doesn't get how the criminal world works.
Teddy bear with a face that is half burnt off after an explosion? Gus Fring, anyone?
It was missing an eye...Walt carries around said eye...Gus was missing an eye...Gus's actions continue to affect Walt posthumously...Holy crap
In the episode "Blood Money", Badger's monologue about his Star Trek fan fiction may seem to be a Big Lipped Alligator Moment, except for the fact his story hinges on the Enterprise' transporter system. In the Star Trek universe, a key component of the transporter is called a "Heisenberg compensator", the function of which is to compensate for Heisenberg's uncertainty principle. The uncertainty principle is, symbolically, a defining feature of Walter White's character.
The cash register sound effect used by Walter Jr.'s donation website is is the same sound effect used for Tio Salamanca's bell, which compounds Walt's reaction against it.
In "Half Measures" Mike tells Walt that back when he was a cop, he took a serial wife-beater out to the country to scare him straight by threatening to kill him. The man later killed his wife, leading Mike to promise himself he would never use a 'half measure' (scaring him) rather than a 'full measure' (killing him) again. This is echoed twice:
Come Season 5, Mike decides against killing Walt because Jesse begs him not to. This ultimately sets in motion Mike's demise.
In the episode "Crawlspace," Gus takes Walt out to the desert and threatens him instead of killing him due to Jesse's intervention. This sets in motion Gus's demise.
This motif debatably carries over to Walter in the second half of season 5 twice:
Saul presents the option for Walter to kill Hank but Walter scoffs at this; instead electing to make the tape which wards Hank off temporarily but doesn't solve his problem.
Multiple characters urge Walter to kill Jesse but instead, he elects to simply try and talk to him. Dragging his feet on killing Jesse arguably starts Walter's demise more than anything else. Ironically, it's the few times late in the series where Walter actually tries to be a decent person again that lead to his destruction.
There is also a very clear inconsistency in this theme however. Mike takes an obvious 'half-measure', if not two, with regard to Lydia but Lydia's continued presence has no real negative consequences for Mike or anyone else. The only possible exception is saying that the Mike's men in prison would've been better off but, had the prison hit not happened, things would've just ended badly for Jesse, Walter, and possibly even Mike anyway. So it's kinda six-in-one and half-a-dozen in the other.
Hank's half measure is that instead of taking his suspicions/evidence directly to the DEA, Hank instead doesn't make a move until he knows he can personally fully pin Walter. The second he does, he ends up getting killed by the Aryan Brotherhood.
The season two final has a massiveGenius Bonus: the midair collision is similar to a real-life incident in 1986, when an Aeromexico jet and a private plane flew into each other over Los Angeles. The air traffic controller in the incident: his name was Walter White!.
In "Rabid Dog," Jesse momentarily examines a book called Dutch on the Schraders' bookshelf. In gambling, "Dutch book" is a term for a wager that's guaranteed to yield a profit no matter what the outcome is — in other words, it describes Hank's intended gambit with Jesse. As long as Jesse approaches Walt, it doesn't matter what happens. Either way, Hank will get new evidence against Walt.
What does Walt build to use against the Neo-Nazis in the finale? A robot, which is a reference to a previous line.
In the very first scene of the pilot, Walt's video message to his family includes the line "I only had you in my heart". Both meanings of that phrase: that Walt cooks meth to provide for his family, and Walt's Lack of Empathy to people outside his family are significant parts of Walt's character.
Walt takes his alias, "Heisenberg", from the famed German physicist Werner Heisenberg, who became infamous late in his career for working to help the Nazis develop nuclear weapons during World War II. In the final episodes of Breaking Bad, Walt ends up working with a gang of Nazis.
Perhaps borders on Fridge Horror, but the show was essentially about turning Mr. Chips in Scarface. As Walt's actions gradually get worse and worse, he keeps giving rationales for said actions. Since Walt started as an Escapist Character, the audience probably is too. However, at one point in the series, Walt will cross a line that you would be unwilling to cross. Since the viewer is (presumably) as normal as Walt would be in the beginning, we get to see how far we'd be willing to go to break bad, when we finally see him do an action we would be unwilling to do.
Remember how Wendy was around Once a Season? The last episode she was in was when she was part of Pinkman's attempt to kill the two drug dealers who'd corrupted Andrea's little brother. At the end of the episode, they've killed said little brother, and Wendy's not been seen since, either.
Early on in Season 5, Lydia says that she can't die because she has a little girl to take care of, and if she does die or goes missing, her daughter will end up in foster care, which she knows will be horrible for her. In the series finale, Walt poisons Lydia with the ricin he hid in the cigarette, meaning she only has a few more days to live, dooming Lydia's daughter to the fate she described.
Though Lydia does at least get her wish in that she won't disappear, and he daughter won't think she abandoned her. The nature of the poison at least gives her time to arrange things.
Jesse does not seem to be in the best mental state, to put it mildly, when he escapes in the finale. Will he be able to recover? If so, how will he support himself? Has he gone too far into the drug world and thus had his reputation and chances for another life utterly destroyed?
What happened to Brock? Is he living with another family relative we don't know about after Andrea was killed? Is he in foster care? Did Jesse pick him up and adopt him after he escaped from Jack and his goons? Or did Jack's neo-nazis kill him anyway and not inform Jesse about it so he could still cook for them under the assumption that Brock was still alive?
There is his grandmother who he and Andrea are living with when they are introduced.
And in the last episode, Gretchen makes a seemingly throwaway remark about her maid, Juana, being upset on account of her daughter. Juana could possibly be the mother of Andrea.
Ken's car burns up next to a gas station in Season 1. Only Rule of Funny keeps the entire station from going up.
In season 2's "Peekaboo" episode, we run across some truly repugnant meth-addicted parents when Jesse tries to get back the money and drugs they stole from his dealer. Jesse bonds with their kid a bit and chastises the mother for being so sucky. This episode is one of the first to show that Jesse cares about kids and doesn't like to see them hurt. However, he and his partner are putting out the purest meth their state has ever seen. These parents were addicts before Blue Sky, but how many families are going to end up similar to this thanks to Jesse and Walt's product?
The whole series has disturbing implications about the kind of terrible things normal(or seemingly normal) people are capable of under the right circumstances.