The look of Hell was based on old footage of nuclear tests, specifically the sudden shockwave immediately after the blast that disintegrated anything in its path, hence the crumbling landscape.
(at around 40 mins) According to the director's commentary on the DVD, the rag that Constantine lights on fire to defeat the flying demons is a piece of Moses' shroud, given to him by Beeman.
(at around 1h 2 mins) Constantine's line in which he says that he doesn't want Angela to be another ghost following him around is a reference to the comics, where he is haunted by the ghosts of friends who have died because of him.
Domino Harvey: (at around 30 mins) the model and bounty hunter, basis for the film Domino (2005), makes a cameo at Papa Midnite's Bar. She is seated at a table as an angel, with a demon nibbling her ear.
Michelle Monaghan: (at around 1h 28 mins) She can be seen briefly in the hospital scene as the one who exclaims, "Holy Water?" Her character, Ellie, originally had a larger role, but her scenes can be found in the deleted scenes section of the DVD.