In the scenes where Nicky is appearing in the Bronx court and the Bronx DA, the building they show the exterior of is Providence, RI City Hall. On the side street, there is what is rumored to be the first food truck in America. It is called Haven Bros. and has been around since it was hauled to City Hall every day by horses.
When Frank is sitting in the pews after Mass, the bells in the background are playing the show's theme song.
When Danny and Maria (Marisa Ramirez) explain their case to Erin, she says something along the lines of "If they all cop to the murder, we can't charge them all; unless they're pulling an 'I am Spartacus." Marisa Ramirez portrayed a main character in the STARZ series prequel "Spartacus: Gods of the Arena."