Milhouse's "Enemies List" in Segment 2, "Revenge of the Geeks," is a reference to the infamous "Enemies List" of his namesake, President Richard Milhous Nixon.
The episode's title is a pun on the phrase "revenge is a dish best served cold".
In the second segment, the poster of the astronaut is holding up its middle finger.
During the Count of Monte Cristo act, Homer at one point says, "Ooh, the the." This appears to be a pun on the original expression, "Ooh, la la." In French, "la" is a feminine article meaning "the."