These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
"Mongo! Santa Maria!" Mongo Santamaria was a famous jazz musician.
Governor Lepetomane: "Le Petomane" was the stage name of a French entertainer who was famous for being able to fart at will. It's not a coincidence that one of the most famous scenes in this movie is "cowboys farting after eating beans".
One would have to be a fan of old American movies to get the following:
Olson Johnson: Our fathers came across the prairie! Fought Indians! Fought drought, fought locusts, fought Dix! Remember when Richard Dix came in here, and tried to take over this town!?
"You'd do it for Randolph Scott." Scott was the Western hero for decades, but by the time this movie came out, he'd been retired and out of the public eye for ten years.
"Ah, yes, the Doctor Gillespie Killings. Well, do your best." This is a reference to a series of movies in the 1940s, and is basically the equivalent of joking Jessica Fletcher was the real killer in Murder, She Wrote. Considering by the time this movie came out those movies hadn't been in theaters for thirty years, it's a hell of an obscure joke.
Stop Helping Me!: At the film's climax, when the Waco Kid is trying to pull off an impossible shot, the preacher starts (loudly) praying for God to guide him. Thankfully, the other residents of Rock Ridge shut him up by beating him with their hats.
Vindicated by History: A variant as it was extremely successful from the start, but it was derided by critics as crude and dumb, while today it is considered one of the supreme comedy westerns of all.
Blazing Saddles was ranked #6 on the AFI's "100 Years..." list of the best comedy films in the last 100 years.