The man with whom Castle is sitting when first seen at the launch party for Heat Wave is an uncredited Tom Straw. Straw is rumored to be the actual author of Heat Wave and the other real world Nikki Heat novels.
When Castle's agent hints that he is being considered to re-launch the James Bond franchise, he remarks that "He's the reason I became a writer". Castle is referring to an event in his childhood when he was given a copy of Casino Royale by a stranger in a public library. In episode 16 of season 5, that stranger is identified.
The "unnamed British spy" Castle is hoping to write for is very likely James Bond. Stana Katic is herself a Bond babe, having appeared in Quantum of Solace (2008).
Final appearance of Diana Maria Riva as Detective Roselyn Karpowski. Karpowski isn't even mentioned again until season five's "Secret Santa (2012)".
In one scene, Castle expresses his disdain for people who misuse the word "irony". He himself later misuses the word in Tick, Tick, Tick... (2010).