At the Mondo Mart when Jimmy and Kima are tracking the store where the phones are bought the store clerk is played by Daryl Davis best known for his work concerning the Ku Klux Klan. His efforts to fight racism, in which, as an African-American, he has engaged with members of the Ku Klux Klan (KKK), have convinced a number of Klansmen to leave and denounce the KKK.
When making contact with a local police officer, McNulty tells Greggs "let me go talk to Buford Pusser in there alone".
Bufford Pusser was a Tennessee sheriff who became known for his strong campaign against moon-shining, prostitution, gambling, and other vices along the Mississippi-Tennessee state line. He is the subject of the film, Walking Tall (1973), as well as two sequels and a remake.
Around 49:15 there are some needle exchange workers shown and one of them can be seen interacting and talking with one of the fiends in Hamsterdam. This worker is actually the real Francine "Fran" Boyd who was the basis for Khandi Alexander's character with the same name in David Simon's previous miniseries "The Corner"
Officer Colicchio asks a young boy "Do I look like Chef Boyardee?". 'Chef Boyardee' is American brand of canned pasta products, founded by Hector Boiardi in 1928.