Mike Milligan's (Bokeem Woodbine) "Freedom, that terrible word..." is quoting from 'The Rebel: An essay on Man's revolt' by Noreen's (Em Haine) favorite author Albert Camus (who was himself quoting 19th century poet Philothee O'Neddy).
In her car, Simone (Rachel Keller) listens to the song "Just Dropped In To See What Condition My Condition Was In." This song was also featured in The Big Lebowski (1998).
In the hotel room when Mike Milligan (Bokeem Woodbine) is speaking to Lou Solverson (Patrick Wilson) and Ben Schmidt (Keir O'Donnell), he begins telling an anecdote by saying, "Sometimes, there's a man." This is a reference to the opening narration in the Coen Brothers' The Big Lebowski (1998), during which the phrase is repeated several times.
When Lou is calling home from the Fargo PD he is sitting at the desk of an officer named Onofriechuk. The property manager for the series is Justin Onofriechuk.
The first words spoken by either Kitchen brother in the entire series were spoken by Gale Kitchen in this episode.