The Simpsons are going to Italy...to help Mr. Burns retrieve his sports car, and end up in an Italian village where Sideshow Bob is now married and has a son.
All Part of the Show: When Bob's family disguise themselves as extras to kill the Simpsons in the Colosseum, Lisa tells the audience that it's no act and that they're really trying to kill them. Nobody is convinced.
Also a key part of the show that the attempted murders are not part of. Not a show, within a show, within not-a-show, within a show, within a show.
Benito Mussolini: Lisa scolds Homer for imitating Mussolini on the balcony. He claims he's imitating Donald Trump, though. Weirdly enough, this episode aired in 2005, twelve years before Trump would enter office.
Bart: "What's with the Canadian flag on your backpack?"
Lisa: "Well, some people in Europe have the impression that America has made some stupid choices in the past, oh, five years. So, for the next week, I'm from Canada."
Bart: "I think dad may blow your cover."
Homer (battling over a flag): "That flag is mine! Don't mess with Texas! Shock and awe, losers! Shock and awe!"
National Stereotypes: Several references to Italy are made, including stylish cars, spaghetti, the Leaning Tower of Pisa, Pompeïi, the Pontevecchio Bridge, Federico Fellini, Italian cheese, chianti, Tuscany, The Mafia, vendetta, olive gardens, aqueducts, the Colosseum, opera and Venice.
Bart makes a tiny reference to The Adventures of Pinocchio too, after watching a horrible educational video at the start of the episode: "What is this crap? This is worse than 'Wheelchair-nocchio.'"
Pagliacci: Sideshow Bob disguises himself as Pagliaccio, and gives a far better performance than Krusty did.
Retcon: Homer at one point says he never went to college, despite going to college in the episode Homer Goes to College. Then again, maybe that's why Bob said "stop the presses."
Shout-Out: The song Sideshow Bob sings while squashing grapes with his feet is a reference to Nancy Sinatra's song "These Boots Are Made For Walkin'".
Take That!: According to an Italian police book, Peter Griffin is wanted for plagiarism and Stan Smith for plagiarism of plagiarism.note On the DVD Commentary of "Movin' Out (Brian's Song)," Seth MacFarlane claimed that the notorious gag of Quagmire raping Marge and then killing her family was his "little shot back" for this joke. Make of what what you will.
Translation by Volume: The elderly woman Homer approaches doesn't know any English, so he decides to shout out all of the details of the Lamborgotti Fasterossa in her face.