When Walter is found naked at the supermarket, he is standing next to a stand of pink teddy bears, similar to the teddy bear from the first scene of Seven Thirty-Seven (2009).
On the DVD extras for season 2, Vince Gilligan says that the scriptwriters told him the title was from a line in the Humphrey Bogart film The Treasure of the Sierra Madre (1948). This is incorrect - the title is a line from the Humphrey Bogart and Lauren Bacall film To Have and Have Not (1944). However a reference to The Treasure of the Sierra Madre (1948) would be more relevant to the plot of Breaking Bad (2008).
The title is based on To Have and Have Not (1944), and was spoken sporadically by Harry's (Humphrey Bogart) alcoholic charter boat sidekick Eddie (Walter Brennan), who eventually explains the meaning: "You got to be careful of dead bees if you're goin' around barefooted, 'cause if you step on them they can sting you just as bad as if they was alive, especially if they was kind of mad when they got killed... I bet I been bit a hundred times that way." It's probably a reference to Walter being naked in the supermarket, hence barefooted, and how his plan came back to eventually "bite" him in various ways.
When Jesse is released, there is a gold Aztek parked on the road that is similar to Walt's.