Upon Sheldon's return from the model train store, Leonard asks him, "Rough night, Casey Jones?" Casey Jones was an American railroad engineer who worked for the Illinois Central Railroad until he was killed in a train collision. Leonard may have simply been referencing the '50s TV show Casey Jones (1957).
Sheldon proposes a riddle to his friends which is to get the four-letter word which means both a printer's type and a compulsion to eat dirt. The answer is "pica".
Sheldon gets converted from O-scale model trains to HO scale. These are two of several model-train scales. "HO" is an abbreviation for "half-O", because HO scale is 1/87 actual size, which is about half as big as O scale (1/45). There is some disagreement among model-train communities about whether the "O" in "HO" is a letter or a number.