Since the United States didn't exist yet, Bandit Keith wears a Union Jack on his head.
Which is also humorous as, at the time of the Wars of the Roses (1455-1487), the Union Jack didn't exist yet either (being introduced in 1801).
The entire game can be this since the Yu-Gi-Oh! characters represent actual historical figures.
If you refuse to join Lancaster and join the Yorkists instead, you duel Mai fairly early on. If Mai wins the duel, she mockingly says that if this is how you duel, than she thanks her lucky stars that you chose not to join her side!
The final battle of the Lancaster storyline involves Seto being a Graceful Loser... or so it seems.
Seto: Well done, Duelist... I may have lost, but my heart sings with the joy of having faced you in battle. T'was a duel to be remembered. I take great pride in the fact that I fall by your hand... And if you believe that, I'll sell you some swampland in the outer reaches of the realm!
Seto's plan to summon DarkNite hits a snag when he summons his brother, Manawyddan fab Llyr, instead.
In the Yorkist ending, Seto gives you a pendant to show to his descendants as proof of a pledge of loyalty, which is funny when you consider how Seto Kaiba doesn't want anything to do with the past, magic, or anything but his own interests.
Losing to Yami Bakura, who has a very low deck capacity to make you use weak cards, has him ask if you think him a coward.