Fifteen-year-old Lady Gaga - when she was still Stefani Germanotta - played a cigarette-smoking tough girl who watches A. J. and his friends trash their high school swimming pool. Lady Gaga mentioned in her high school yearbook under the "Bet You Didn't Know" section that "She was on The Sopranos." The Lady Gaga swim scene begins right around the 10:58 mark.
Christopher buys Adriana a nightclub, which they re-name "Crazy Horse." That was the name of a nightclub in New Rochelle, NY, once owned and operated by Vincent Pastore, who plays "Big Pussy."
When Christopher tells Adriana the nightclub he bought is hers to manage, he says "You're gonna turn this place into the biggest club in Jersey since the Stone Pony." The Stone Pony is a club in Asbury Park where Bruce Springsteen used to play before he broke big. Steven Van Zandt, who plays Silvio, played guitar in Bruce's E Street Band.
In this episode, A.J. gives Carmela a DVD of The Matrix for her birthday. The Matrix starred Joe Pantoliano, who plays Ralphie in this series.
The film Tony is watching while laying in bed eating cake is, "Its a Gift" (1934), starring W.C. Fields.