'Cú' literally means 'dog' or 'hound' in Irish, while more specifically he is an Old English Sheepdog.
In one of the scenes where Saoirse and Ben are walking in the city, a close-up of the iconic statue of Molly Malone can be seen briefly, thus it could be inferred that they're walking in the streets of Dublin, Ireland.
One of the trick-or-treaters on the bus is holding a turnip Jack-o'-lantern. Original Celtic Halloween celebrations carved the lanterns out of turnips and various other root vegetables.
The ferry is named "Ceol na Mara", which is Irish for "Music of the Sea".
The few lines at the very beginning of the movie ("Come away, O human child!/To the waters and the wild/With a faery, hand in hand,/For the world's more full of weeping than you can understand.") are from "The Stolen Child" by Irish poet William Butler Yeats, who was also a driving force behind the Irish Literary Revival.