The last time Sideshow Bob appeared on the show, he was shown as a recluse who lived in a lighthouse. This episode seems to pick up where the previous episode left off.
The title is a reference to the song "Baby, It's Cold Outside." Toward the end of the episode, a parody version of the song is performed.
It's learned that Smither's birthday is Dec 25th.
Homer mentions he was once a mall Santa which references his part-time job in the very first episode. Additionally the season finale "Way Of The Dog" also references the first episode by tapping into the background of Santa's Little Helper.
Couch gag: The Simpsons' couch is an ornament on a Christmas tree and each Simpson is an ornament placed on the couch. When Homer is added, the couch becomes top heavy and the tree topples breaking the couch ornament.