The cast actually attended a performance of Punchdrunk's interactive off-Broadway theater experience Sleep No More. In Sleep No More, five floors have been converted into a giant performance space to re-imagine the story of Macbeth, set in a 1930s hotel, the fictional McKittrick Hotel.
The opening dream sequence is based on a scene from the Audrey Hepburn & Humphrey Bogart movie Sabrina (1954).
Every Gossip Girl episode title is a word play on the title of a movie. This episode's title refers to The Big Sleep (1946) with Humphrey Bogart and Lauren Bacall and/or The Big Sleep (1978) with Robert Mitchum and Sarah Miles.
Sam Robard's (Howie 'The Captain' Archibald's) mother was Lauren Bacall, who starred in the film The Big Sleep, which this episode title is referenced after.