Actor Allusion: An unexpected one, in hindsight: in book number 8, The Hostile Hospital, Violet is compared to Sleeping Beauty. A few years later, her actress Emily Browning would play the lead role in Julia Leigh's "Sleeping Beauty".
Banned in China: Daniel Handler was hoping for some of this, and was disappointed in how little it happened. His one real "victory" was that the books were banned from a school in Georgia due to Olaf's plan to marry his distant relative Violet in book one, to which he responded "I'm at a loss as to how to write a villain who doesn't do villainous things".
Meaningful Release Date: The 13th and final installment was released on Friday, October 13. Thirteen is the series' Arc Number (There are thirteen books, thirteen chapters in each book, not to mention the fact that the number thirteen appears in almost every page in The End) because of the "unlucky thirteen" thing. (With Friday the Thirteenth essentially being "bad luck day")
Shrug of God: The fans can't get anything out of Daniel Handler.
Throw It In: In the film adaptation, in response to Klaus saying "Our parents just died," Count Olaf says, "Ah yes, of course. How very, very awful. Wait! Let me do that one more time. Give me the line again! Quickly, while it's fresh in my mind!" The dialog was supposed to end after Klaus says "Our parents just died", but Jim Carrey felt he didn't get the reaction right. Silberling just kept the cameras rolling and Carrey ad-libbed without breaking character.
Word of Gay: Sir and Charles, in a very brilliantly downplayed example. In The Miserable Mill, we are led to believe that they are simply business partners with an extremely lopsided distribution of power, with Charles being too meek to put his foot down to the more domineering Sir's cruel actions. They show up again in The Penultimate Peril, and the conversation the Baudelaires overhear is a lot more tender, with Charles timidly telling Sir that he cares about him, and trying to get Sir to reciprocate. When the hotel burns down, they're holding hands "so they don't lose each other in the blinding smoke". Then this (paraphrased) line from one of Lemony Snicket's love letters in The Beatrice Letters seals the deal: "I will love [Beatrice] until C realizes that S is unworthy of his love."