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Not really part of the movie but in theaters before the third movie actually started (And when viewing the 3D version of the movie on the original DVD release and the 2012 Blu-Ray) Floop talked to you for a while about the glasses, and at one point says this:
Floop: (Getting faster as he goes along) Now, if your eyes get tired during the movie, take the glasses off, run out to the concession stand, purchase an extra large popcorn and an extra large drink, come back in the theater, put your glasses back on and voilą! You just spent 35 dollars!
That moment you realize Machete is canon to these movies, in a meta CMOF.
After Juni accidentally handcuffs himself to the metal briefcase, Carmen tells him to knock it against something to get it off. Cue him throwing it against the wall and it coming back to hit him, while Camen continues to read without reacting to him being hit.
Ms. Gradenko: I owe my new look to your children.
Gregario Cortez: Remind me to raise their allowance.
When the head of the OSS is about to begin his speech in the second movie, the president's daughter leaves the dance floor. The way the masses of bodyguards shuffle sideways with her in perfect sync is hilarious.