The entire game is crammed with them, to the point that it's easier to list which parts of the game aren'tShout Outs. Also, we have nowhere near all of the shout outs, so this page will take a very long time to be finished. A few bunch of examples, sorted by reference subject:
Anime and Manga
If a player gets more than 9000 kills online, his profile will read "Kills Over 9000".
One of the challenges for inflicting damage is "Human Tsunami". In the series, the main character is believed to be so destructive, he's classified as "The Humanoid Typhoon", making him the first human being to be registered as a natural disaster.
The black Runner color-scheme names it "Vehicle X".
Television
Baron Flynt's two musclebound bodyguards are named Hanz and Franz.
The first thing Patricia Tannis says as she walks in during her cutscene is "Atomic batteries to power, turbines to speed!" from the 60's Batman TV show / movie.
The orange color palette for the Runners is called "General Flee", complete with a "01" on the side.
Sledge will occasionally shout "The burning lets you know its working!", a reference to a well-known Head and Shoulders commercial slogan.
The end of DLC 3 concludes with a time-based scavenger hunt through Knoxx's secret armory, run by Marcus Kincaid. The name of the game? "Super-Marcus Sweep"
When you talk to Mr. Blake in the Claptrap Rebellion DLC, he says that without phase 1 complete, there can be no phase two or three, and phase 4 is right out.
The hidden basement has a leg lamp, a Christmas tree, and a bee bee gun like in A Christmas Story.
The Torgue Violator ("Your move, creep.") as well as the Torgue Cobra ("I LIKE IT!", a reference to the Cobra Assault Cannon from the movie and the thug who was more than happy to test it out.)
During the quest he appears in, the Player Character has to collect poisoned cigarettes because "some kid could find them".
The game even has pure visual shoutouts - the Crimson Lance comes with posters that reference District 9. Considering D9 came out only a few months before the game did, Gearbox was essentially adding in new art assets and shoutouts right up to the last possible moment.
Salvador follows suit in the sequel, with many skills that are movie references. Among the ones revealed in the E3 gameplay demonstration are Yippee-Ki-Yay, Out of Bubblegum, andJust Got Real
Before facing him, the player is forewarned that he is a "Lethal Weapon" in any vehicle, and after his defeat Helena is thankful that somebody "with a Brave Heart" stood up to him.
The fact that he's a vehicular combat expert is probably at least a little in reference to Mel Gibson's infamous drunk driving incident. Or maybe he's just a Road Warrior.
The Chiquito Amigo's 'Say "Hello"' caption seems innocuous enough, until you take into accound that Chiquito Amigo translates as 'Little Friend' to which you realise its a subtle reference to Tony Montana's infamous line "Say Hello To My Little Friend!"
The quote for the Hyperion Invader "BAM BAM BAM BAM BAM!" resembles a scene in the movie Reservoir Dogs where hired gun Mr. White, furious at Mr. Blonde's earlier shooting of several hostages, re-enacts the scenario by using his hand as a gun and shouting "BAM! BAM! BAM! BAM!"
"I have you in my eye, Sir" for the Atlas Cyclops sniper rifle is from a line by Dr. Willis warning George III to do as he's told in the the 1994 film The Madness of King George.
You also fight a unique Spiderant boss named "Helob".
In the Zombie Island of Dr. Ned DLC, one of the things Zombie TK can say about brains when you enter his house is "Boil 'em, mash 'em, stick 'em in a stew."
The Secret Army of General Knoxx DLC takes you to the Pipp Inn.
There are a large amount of Shoutout to Hitchhiker's Guide to the Galaxy. One of the Claptraps you can rescue repeats nearly word-for-word Marvin's speech when he first meets Arthur Dent. And I've seen a couple of signs that say "Don't Panic", in large friendly letters to boot.
Tannis needs you to help her fix her infinite improbability device in Claptrap's New Robot Revolution.
Challenge award and achievement "How much for the planet?" references a humorous Star Trek tie-in novel called "How Much For Just The Planet?" by the late John Ford.
Written on the walls of some of the early houses are the words "turtles all the way down".
Whitting's Elephant Gun could be based on Ernest Hemingway's "Hills like White Elephants". Evidence of this includes: 1. The gun's name is "Whitting's Elephant Gun", which could reference "Hills like White Elephants" 2. Ernest Hemingway was a noted "Big Game Hunter", which is also the title of the mission where you have to kill Skagzilla, which leads to you acquiring the gun as a reward and 3. The mission is given by a man named Ernest Whitting.
The Maliwan Hellfire SMG has the flavor text: "We don't need no water...", referencing The Roof Is On Fire by Rock Master Scott and The Dynamic Three.
Sledge comes back wrong in DLC 4 to serve the Robo-lution as Motörhead. He also occasionally drops the ridiculously fast-firing machine gun, 'The Chopper'.
The blue scheme for the Racer names it "Blue Blur".
The brown color-palette for the Runners is called "Range Racer".
The challenge award for gets 250 kills with Incendiary weapons is named "Toasty!"
Tabletop RPG
The Powered Armour suits used by the crimson lance in the latest DLC look an awful lot like Adeptus Astartes power armour, also the suits care called 'devastators' which happen to be names of the Adeptus space marines who carried the biggest guns.
Once the Crimson Lance start spawning in the Salt Flats, they are surrounded by what look like very thinly disguised Space Marine drop pods.
Memes / Internet Culture
The Final Boss of the Robo Revolution DLC may sometimes say "Looks like you're writing a suicide note. Would you like some help?" as a shout out to the infamous Microsoft Word mascot helper, Clippy.
A potential self-referential Shout Out: During Mad Moxxi's Underdome Riot, if you kill a Bandit with a headshot using Revolvers, the crowd will cheer "Heyooo!" in response.
Mad Moxxi's first husband is described as a cheat. In the cutscene, he is killed with the Konami Code.
Tarot
Tarot cards get a shout out when you find T.K. Baha's body in a position almost exactly like The Hanging Man.
Real Life
The Atlas Patton. ("May God have mercy on my enemies, because I won't" was supposedly said once by General George S. Patton, hence the name. The Other Wiki claims it was also once uttered by Queen Elizabeth the First.)
Double reference in that the Patton always spawns as a revolver with a nickel-plated body and an ivory grip, referencing the two revolvers (in the same style) which Patton himself owned.
The two "Claptrap, Behind the Scenes" miniclips are Shout Outs to the infamous Christian Bale rant.
The second one also contains a shout out to the infamous Bill O'Reilly rant, "We're doing it live!"
Whitting's Elephant Gun: an Elephant Gun is actually a real life type of rifle for hunting big game (e.g. elephants), Skagzilla could easily be classified as such.
The green Runner palette, "Mean Green", has a strong resemblance to a P40 Warhawk◊.
In DLC 3, at "Road's End", the player will spot a highway sign reading "Fort Knoxx - 20km". Fort Knox is an actual United States Military post, known for its proximity to the United States Bullion Depository. General Knoxx's unique, highly-valuable pistol ("Knoxx's Gold") is a further reference to this location.
There is a location on Pandora known as "Treacher's Landing", which is a possible reference to Arthur Treacher's chain of seafood restaurants.
You fight a massive Scithid on the "Trashy Knoll."
Marcus wants you to gather up Skag musk-glands and Rakk-hive ambergris to brew up a "...truly potent cologne." The mission name? "Old Spicy".
One of the challenges for scoring kills is titled "Your Kung-Fu is Best". This is a reference to Kevin Mitnick, a computer security consultant and author. He was previously a well-known computer hacker and 'phreaker', and prior to his arrest, he left a message on the investigating detective's answering machine, stating "My kung-fu is best!"
Another challenge (this one for dealing Shock damage) is titled "Nikola Tesla is a friend of mine."
Yet another (for sheer number of enemies killed) is titled "Now I am become Death...", a phrase uttered by J. Robert Oppenheimer.