"Station to Station" is a song by David Bowie recorded during his time in Germany.
When Nadia and Maxine are in the cemetery, they look at a gravestone covered in small stones and Maxine asks, "what's with the rocks?" Nadia responds, "It's a Jewish thing. Putting rocks on graves. Sign of respect. You know, like in Schindler's List?" Nadia is correct that this is a Jewish mourning tradition. It is a cultural, rather than halachic or biblical, part of Judaism (albeit a very old cultural tradition), and its origins and purposes are disputed. The mention of Schindler's List is a reference to the epilogue of the movie, in which many Holocaust survivors who were saved by Oskar Schindler, along with the actor who played each survivor, visit Schindler's grave and cover it with small stones.
In Budapest, Nadia first encounters Kristof near a statue of Columbo. Natasha Lyonne is set to star in a new detective show based on Columbo.