In 3x04 "Fearless Leader," a pack of "Morley" brand cigarettes show up — the favorite choice of the Cigarette-Smoking Man. Also in that episode, the Villain of the Week is named after actor (and frequent episode director) Tim Matheson.
Morleys are actually seen frequently on the show. They're Maddie's preferred brand, and many of the smoking villains are seen with them as well. Seems appropriate, since this show is also about a government employee trying to unravel a massive conspiracy...
A hotel at the end of season 2 is named after William Wages (executive producer?) and the VOTW from "The Hunter" is named for Jeremiah Chechik, director.
Perhaps a subtle or unintentional one but in Season 3 finale while fighting, Simon takes Michael from behind and slams him repeatedly against a wall. The short sequence uses the much of the same cinematography as the fight between the T-800 and T-1000 from Terminator 2. Earlier in the episode, Simon walks out from behind the heat haze of an explosion in a police outfit — again, sharing similar cinematography to what the Terminator series of works have used prior. Garrett Dillahunt (Simon) previously played a Terminator and A.I. in The Sarah Connor Chronicles.
Simon and Fiona also got to talk to Olivia Benson.
Max and Strickler were patients at Seatle Grace hospital, agent Pierce was a nurse there.
In "Where There's Smoke", a gang of kidnappers is led by two brothers named Eddy and Jacob.
In "Breach of Faith", Sam mentions how he really wanted a Red Rider BB rifle as a kid.
In 4X13 "Eyes Open," Jesse passes he & Fiona off as Artest, & Shannon Brown a reference to two LA Lakers players.
In "Out of the Fire", Sam dryly quips to Brennen: "Don't take my silence for stupidity. I was just trying to kill you with my mind".
When buying a phone off of a child in Panama, Jesse's cover name is Seņor Tibbs.
In "Down & Out", the fake ID Sam is given as his alias is "Randy Weems", and he asks what kind of name Randy Weems is. It's the name (or the nickname) of a snivelling little tattle-tale.
In "A New Deal", while bare-knuckled boxing early in the episode, Michael gets punched and knocked up into the air in a manner very reminiscent of an iconic scene in Snatch.
In "Last Rites" Nate and Sam are pretending to be CDC field agents when a subject walks in on Nate opening a phone receiver to bug it. The excuse to cover for this? Nate's handling the very bacteria the CDC was looking for — in other words, he's a phone sanitizer.
In the tie-in novel, "The Fix", multiple shoutouts are made: