The scene where Fry says he eats food to prove himself human is reference to "I, Robot" by Isaac Asimov. In "I, Robot" a character accused of being robot eats an apple to prove he is indeed human.
First appearance of Roberto.
Fry's being assumed to be insane because he is in an insane asylum is a reference to an experiment conducted by psychologist David Rosenhan.
The "I'm A Pretty Girl" robot has Fry, Leela and Hermes' hair on its head.
When the robot receiving radio transmissions from the CIA opens his mouth, the female voice details the cafeteria menu for the week of May 15th. Season three is based in 3003. The week of May 15th begins with Monday, May 15th.