Development Gag: In ReBirth;1, when Neptune, joking obviously, says "Iffy" must mean "I Feel For You" (as in IF loves her), Compa says they should call her "Ai", as that's Japanese for love. IF's Japanese name is "Aiefu" and she's called "Ai-chan" in the Japanese version. (The original Japanese dialogue for this scene had Compa call her "Love-chan" instead).
A running gag in the game is that most people have inexplicable difficulty pronouncing Neptune's name. On one occasion, it's accidentally rendered "Neptunia." This is a Development Gag rather than a form of Title Drop because it's also the case in the original Japanese voice track, where Neptunia isn't part of the title — the last word of the Japanese title for the series is simply "Neptune", after the protagonist, but it was changed to "Neptunia" for overseas release, which this references.
Marth Debuted in Smash Bros.: As Steins;Gate wasn't released in North America until after this game, Kurisu Makise, Mayuri Shiina, and Itaru Hashida ALL made their North American debut in this game as 5pb's Skills.
No Budget: The first game ran out of money and was mostly unfinished. The second and third games were given a higher budget and received a warmer reception.
No Export for You: Sadly, Australia hasn't gotten any games past the first one. If an Australian wants mk2 or Victory, they'd have to import it.
Vicotry eventually got a very small print run down under, and all three games can be purchased from PSN.
One of Us: Katsuhiro Harada, the video game producer of the Tekken series likes Noire. And pretty much one of the main reasons why we even get Tekken in Hyperdimension Neptunia V (they couldn't get the Namco name so they had to settle for this).