Banned in China: The Thai government called for the ban of the game after Royal Thai Police officer caught an 18-year old student who killed a cab driver. He admitted that he wanted to rob him to get some money to play in the arcade, especially since the suspect said he wanted to see if it's easy to rob someone like in GTA4. As of 2013, the GTA series are not allowed to be sold in the country for commercial purposes.
Dueling Games: This game came out around the same time as Saints Row 2, and each of these two games have almost diametrically opposed design philosophies, which means a lot of gamers tend to favor one over the other.
Hey, It's That Voice!: Most of the radio DJs. For example, Juliette Lewis for Radio Broker and Iggy Pop for Liberty Rock Radio, while Vladivostok FM is manned by Ruslana, winner of the 2004 Eurovision Song Contest (ironically, for a Russian-themed station, she's actually Ukrainian).
Ray Bulgarin is the infamous Russian that Paulie and Chris tried to kill in "Pine Barrens" episode of The Sopranos. Eugene, the guy who tried to retire from Soprano crime family, plays Anthony Corrado, a character named after Tony Sopranos and his uncle Corrado "Junior" Soprano.
The announcer for "Republican Space Rangers" is Bill Flynn, aka Ambassador Udina.
Early in development, Rockstar considered setting the game not just in New York City, but in New YorkState as well, a la San Andreas, complete with their own rendition of the Hamptons and the Adirondacks. While this was dropped so that they could focus on Liberty City, references to an area called "the Caraways" (presumably based on the Hamptons) can be found in some dialogue.