Shout-Out: Lord Gyr of Gixx, continuing a fine D&D tradition of characters with names that sound a bit like Gary Gygax. His friend-turned-rival, Lord Avid Arnsen, is named for D&D co-creator Dave Arneson.
The illustration for the Cacodaemon, and even the name for the flying toothy maw of an orb outsider is one for Doom.
Which were themselves based on Jeff Easely's art of the Astral Dreadnought for 1987's Manual of the Planes for AD&D.
Deep crows dwell in the dark places within the earth.
Children of the Void introduces two types of alien monsters, the parasitic akatas and the plantlike moonflowers. The former are inspired by the Xenomorphs from the Alien movies, while the moonflowers take their inspiration from The Day of the Triffids and Little Shop of Horrors.
The cover of Seeker of Secrets features an adventurer engaging in the industry-wide gag of pulling ruby eyes out of grinning idols as a tribute to one of the first Dungeons & Dragons covers.
The campaign setting timeline mentions that a large forest was trampled by "the Slor".
The monster designs in Bestiary II are loaded with shout-outs. Obvious examples are the Arbiter (a legless Modron), Cacodaemon (a miniature of the Doom version), and Soulbound Doll (the Zuni fetish from Trilogy of Terror and the Maidens from Rozen Maiden).
Speaking of ol' HPL, Paizo's gone beyond the subtlety of the Shout-Out and directly printed in several of their materials just how wicked sweet and totally awesome the Cthulhu Mythos is, and by the way you should check out Chaosium's Call of Cthulhu game. The most explicit examples include:
The adventures Carrion Hill and Wake of the Watcher, inspired primarily by "The Dunwich Horror" and "The Shadow Over Innsmouth" respectively.
Wake of the Watcher also features a full article on the Great Old Ones, including rules for worshiping them, and stats for the Color Out of Space, Elder Things, Mi-Go, and Spawn of Shub-Niggurath. As both a capstone reference and campaign-ending encounter, Wake of the Watcher includes stats for a Star-Spawn of Cthulhu.
The first Bestiary features the Denizens of Leng and Shoggoths, as well as Ghouls and Ghasts (which existed in D&D since the beginning but have been modeled after Lovecraft's versions for Pathfinder). Likewise, the Skum is a preexisting D&D monster that's been retrofitted into a stand-in for Lovecraft's Deep Ones (as well as D&D's Kuo-Toa, which are not open source).
Bestiary 2 features Gugs, the Spiders of Leng, the Hounds of Tindalos, Serpentfolk, and the Worm That Walks.
Bestiary 3 features the Great Race of Yith, Vooniths, and Zoogs.
Faiths of Corruption includes cults of the Great Old Ones.
The Great Beyond includes blurbs on Lovecraft's Dreamlands (here called the Dimension of Dream) and Plateau of Leng as places dimension-traveling PCs can visit. The city of Unknown Kadath has been mentioned in Paizo products once or twice.
Into the Nightmare Rift includes a gazetteer of Leng and stats for some of Lovecraft's more fantasy-oriented creatures, such as the Nightgaunt.
Bestiary 4 gives us the Colour Out of Space, Dagon, and finally features Bokrug, Hastur, and Cthulhu.
The sourcebook for Andoran mentions some of its smaller but notable communities, including the towns of Claes and Triela.
The sourcebook Princes of Darkness, focusing on using devils in a campaign, features a magic item called a bilious talisman, which strongly resembles the Behelit from Berserk.
One reference liable to go over the heads of modern gamers - the Holy Gun archetype in Ultimate Combat gains firearm-using feats from a class feature called Have Gun. If you couldn't guess, this is for a variant paladin.
The Kellid and Shoanti human ethnicities are strongly inspired by the Cimmerians and Picts, respectively, from Robert E. Howard's mythos. (The Shoanti have a little Native American thrown in... but then, so did Howard's Picts.)
There are several different kinds of gremlin in Pathfinder, but one in particular, the jinkin, is based on the movie Gremlins.
The red planet of Akiton (initially mentioned in Children of the Void and further detailed in Distant Worlds), with its giant four-armed warriors, is clearly an homage to Edgar Rice Burroughs's John Carter of Mars novels.
On the other hand, the "Green Planet", Castrovel, is based on Venus as portrayed by another 1920s sci-fi writer, Ralph Milne Farley, in The Radio Man and its sequels. The Lashunta (psychic humanoids with antennae) are inspired by Farley's "Cupians", while the Formians (a race of giant telepathic ant-people) are lifted wholesale.note The Formians already had a history in Dungeons & Dragons going back to Planescape, but TSR/Wizards only borrowed the name and basic appearance of Farley's Formians, not the connection to Venus.
The "thin man" from Inner Sea Bestiary—a ghostly creature that always stays just beyond the reach of light—was inspired by the Slender Man. The end result (a fanged monster) came out very different from Slendy, but it functions basically the same.
Sorshen, the Runelord of Lust, was named after Sorsha from Willow.
Bestiary 2 has stats for the Jabberwock, and Bestiary 3 includes the Bandersnatch (which can be Frumious}) and Jubjub Bird.
The Kytons, previously just a species of chain wrapped devil, have been expanded into a whole fiendish faction of Cenobites.
A spell in the Dungeoneer's Handbook lets you conjure a Thwomp
The first part of the Serpent's Skull Adventure Path is prefaced with "A Tale of a Fateful Trip". Naturally, it begins with the PC's becoming castaways.
One of the Wondrous Items in the Ultimate Equipment book is a Chaos Emerald.
The nation of Brevoy is one big Shout-Out to A Song of Ice and Fire.
The Azruverda, a bizarre human-faced beetle from Bestiary 3, was inspired by the "Arthroverta", a similar monster from Castlevania: Order of Ecclesia.
The Xenopterids, human-imitating predatory insects from Bestiary 4, share more than a little in common with the Judas Breed from Mimic.
The Clockwork Mage from Bestiary 4 looks virtually identical to the Evil Wizard Construct of the Modrons from Plane Scape Torment.
The demon lord Pazuzu, already based on a real world Babylonian demon, is given an additional nod to his role in The Exorcist; of all demons, he is the most fond of Demonic Possession.
Classic Treasures Revisited has a chapter on the Sphere of Annihilation. It features an illustration of one...inside the mouth of a statue depicting a green devil. Anyone who has ever played Tomb of Horrors no doubt suffered a nasty flashback upon seeing that.