On the bookshelf of the psychology student treating Lisa there is a book titled "Did I Die or Not" by Dr. Marvin Monroe. Dr. Marvin Monroe was seen regularly in early Simpsons episodes, but later in the series his name is sometimes seen on a headstone, or alternatively he's seen in a background group of characters.
The episode title is a reference to the graphic novel series "American Splendor".
The rock music playing during the "Sad Girl" show is actually the music from the Broadway show "Spider-Man: Turn Off The Dark", which was notorious due to production complications, mainly relating to stunt problems and technical issues, as well as constant rewriting of the book and score. The show was receipted by critics with mixed feelings, claiming the stunts and visual effects were great, but weren't so keen on the storytelling.
The episode won an Emmy Award for Outstanding Individual in Animation - character animation.
When the Simpsons are walking through the Community College at the start of the episode, they pass Dan Harmon teaching a class called 'TV Writing'. The board behind him shows the cycle of development of his show Community (2009), interrupted by paintballs being shot at the board. Community had several cancellations and reorders from different sources and is infamous for its paintball based episodes.