When Sharon Carter shows up at the GRC siege, she is wearing an electronic face mask. This kind of mask was first used by Black Widow in Captain America: The Winter Soldier (2014), but they became a major story device in the show Agents of S.H.I.E.L.D. (2013).
When Bucky tells Karli all he's ever tried to do was fight for something bigger than himself and failed twice, he is referring to World War II in Captain America: The First Avenger (2011) and fighting to save the Earth in Avengers: Infinity War (2018).
When filming Sam's speech, Anthony Mackie suggested including a critical jab at Donald Trump's "Make America Great Again" campaign, but this idea was turned down.
The world leader who thought Captain America was on the moon is a callback to New World Order (2021) when Joaquin Torres mentions the internet theory that Captain America is living in a secret base on the moon.
As the episode takes place largely in New York, there were plans for Tom Holland to appear as Peter Parker/Spider-Man, but this was vetoed by Kevin Feige, who felt the cameo was just gratuitous and didn't add anything to the story.