In the scene where Jesse complains about fortune tellers never telling the truth, he quotes almost exactly from a scene in the book "The Circus of Dr. Lao" by Charles G. Finney. In the book the magician Appollonius of Tyana tells a widow that her next day and the day after will be exactly the same as the day before, "a tedious collection of hours". (Page 81, Grey Walls Press edition)
When Jesse quotes W.H. Auden's poem "As I Walked out One Evening," he skips over one stanza about time watching from the shadows and coughing when one would kiss.
At the end of the film it is revealed that Jesse and Celine met on June 16th. This is the same date as in James Joyce's "Ulysses," which follows Leopold Bloom around Dublin for one day. June 16th is celebrated as "Bloomsday."
Numerous references to James Joyce's novel "Ulysses" can be found in "Before Sunrise." Both take place on June 16th, running into the early hours of June 17th. Both involve a journey around a single city (Dublin/Vienna) and include a visit to a graveyard. Jesse's real name is James (Joyce's first name) and, like Joyce, he spent a long time wandering around the cities of Europe instead of going home.
June 16th is also the day James Joyce met his life partner Nora Barnacle. He managed to talk her into running away with him to Paris, which is where the sequel Before Sunset is set.