Some of the jokes reference the 1968 Firesign Theatre album that debuted the Nick Danger character, How Can You Be In Two Places At Once When You're Not Anywhere At All. When Rocky Rococo snarls to Nick Danger about ordering pizza, this is a reference to the opening of The Further Adventures Of Nick Danger, in which Danger rushes into his office to answer his phone, gets a request for a pizza, and caustically tells the caller that he has the wrong number.
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