Some agents of the TVA have a monocle-like eyepiece on their helmets covering their left eye. In the comics, the TVA's most prominent agent is Justice Peace, whose left eye is covered by a cybernetic monocle (and who was probably left out of this show because people might've assumed he's a Judge Dredd knock-off).
One of the structures in the TVA has "T-282" written on it. The Mighty Thor #282 featured Immortus, an incarnation of Kang the Conqueror. With the reveal that a version of Immortus, in fact, is "He Who Remains", the founder of the TVA, this also counts as Foreshadowing.
When Loki says "This is a nightmare!", Mobius responds "That's another department." possibly referencing the Sleepwalkers from the comics who protect the mindscape form threats like Nightmare the same way the TVA guards the timestream. Or possibly the Dream Police, a government agency that was created to hunt the Sleepwalkers themselves after blaming them for causing the nightmares and insanity.
Mobius's observations about it being in Loki's nature to lose and make others achieve the best version of themselves through his villainy borrows from the 2004 Loki comic mini-series, where Loki discusses with Odin about how he feels Odin only adopted him so through his villainy he could make Thor's heroism shine even brighter.
Loki witnessing the life that his Sacred Timeline counterpart lived and died is another reference to the 2004 "Loki" comic miniseries, where Loki, with help from Karnilla, sees the lives of other versions of himself that were all doomed to the same fate.
The end of the tape of Loki's life has "ETH-616" written on it. Earth-616 is the main universe of the comics.
According to director Kate Herron, the scene of Loki landing in the Gobi desert is a deliberate reference to a similar scene of Tony Stark landing in the sand in the first Iron Man film.
Loki discovers that the Infinity Stones are completely powerless in the TVA's plane of reality, to the point of being used as paperweights. This may be a nod to the comics, which state that the Infinity Gauntlet can only function in its native dimension.
When Mobius asks a boy in 1549 France who killed the Minuteman, he points to a stain-glass window of the Devil that resembles Mephisto.
It's also a literalMythology Gag, in that it's an allusion to how during the Christianization of Scandinavia, Christian missionaries frequently equated the Norse Loki with the Christian Devil, painting the former as a Satanic Archetype.
Ravonna Renslayer is shown to have a collection of "souvenirs" from all of Mobius' missions that she approved; her sometimes lover in the comics, Kang the Conqueror, also had an affinity for collecting trophies from his victories.
One of the floor levels seen behind Loki as he’s reading the files is 372. The Mighty Thor #372 marked the first appearance of the Time Keepers.
The opening takes place in Oshkosh, Wisconsin, the hometown of the late Marvel writer/editor Mark Gruenwald. In the comics, the TVA staff (especially Mobius) were all modeled after Gruenwald, as an homage to his keen grasp of continuity.
Part of the episode takes place in a mega store called Roxxcart. This is a nod to the comic super conglomerate Roxxon, an Expy of Exxon and Amazon, who has their thumbs in everything from normal online shopping to dimensional wars between god-like beings.
Sif being angry at Loki for cutting her hair is a reference to Norse Mythology, where Loki did the same thing in the Prose Edda. Loki also asks "Is this Hel?" after he was pruned; Hel is one of the places in Norse mythology where the dead are sent to after they die, ruled by a goddess of the same name (known as Hela in the MCU).
One of the Lokis in the credit scene is wearing Loki's classical comic outfit.
Ravonna Renslayer used to go by "A-23" when she was a Hunter. In the Marvel comics, Ravonna's first appearance is in The Avengers #23.
For starters, the episode's title is taken from the comic book anthology series Journey into Mystery, where Loki and the rest of Marvel's Norse mythology characters debuted in the 60s.
The destroyed Stark Tower in the Void has a sign saying "Qeng"◊ on it. In the All-New, All-Different Avengers comics, Qeng Enterprises was a company that purchased Avengers Tower when Tony Stark was having money problems, and later turned out to be run by a time-displaced counterpart of Kang the Conqueror.
True to his name, Classic Loki wears the original Silver Age costume Jack Kirby designed for Loki in the Journey into Mystery comic series.
Likewise, Boastful Loki's outfit with the furry boots and shoulders, leather sleeves and gold rings is based on the outfit worn by King Loki in the Agent of Asgard series (which itself was taken from Oliver Coipel's redesign of Loki from J. Michael Straczynski's Thor run).
In the Void, buried near the Lokis' bunker, there is a Mjolnir and a glass jar marked T365, with Throg inside trying to break out. This refers to The Mighty Thor #365, where Thor is transformed into a frog but still lifts Mjolnir, becoming the Frog of Thunder. The incident was also previously referenced in Thor: Ragnarok.
There is also a statue of the Living Tribunal lying around in the void.
A variant Loki wears an outfit that has him resembling the cover of the Vote Loki comic series.
The number plate of Mobius's car is "GRN•W1D", which is a reference to Mark Gruenwald, the prolific Marvel editor that Mobius was based on.
The oft-memed Thanos-Copter can be seen in the void early on in the episode.
Classic Loki's Heroic Sacrifice is eerily similar to comic Loki's sacrifice in Siege, only with the Void replaced by Alioth.
One of the Loki variants of President Loki´s Gang has red hair, just like in the original Norse Myths.
Judging by the costume and the fact that he shares the same actor as Kang himself, the MCU version of He Who Remains seems to be a Composite Character of both the comics version of He Who Remains and Immortus, a mellowed-out version of Kang whose goal is to preserve timelines instead of conquering them; hence all the references to Kang in He Who Remains' dialogue, as seen below.
He Who Remains mentions that he originally came from the 31st century, and claims that one of his many titles is that of a conqueror. Kang the Conqueror's backstory in the comics was that he was a 31st century man who built a time machine and traveled back in time to rule over the past.
Ravonna Renslayer's real name (before she was taken by the TVA) was "Rebecca Tourminet". That name is one of the names that the comics version of Ravonna Renslayer went by at one point.
He Who Remains claims that he had many names and titles. Indeed Kang went by different identities and alias at various points in his life including his given name, his Kang identity, Iron Lad, Rama-Tut and Immortus.
director Kate Herron, the scene of Loki landing in the Gobi desert is a deliberate reference to a similar scene of Tony Stark landing in the sand in the first Iron Man film.
