Chung Ling Soo was a stage character created by a Caucasian American man, William Ellsworth Robinson, who disguised himself as a Chinese man to cash in on audiences' enthusiasm for the exotic. Robinson lived as Chung, never breaking character while in public. He died in March 1918 when a bullet catch trick went wrong. "My God, I've been shot" were both his last words and the first English he had spoken on stage in 19 years.
Nikola Tesla was a world-renowned inventor, physicist, and engineer. For a while, he conducted electrical experiments at his lab in Colorado Springs, where he was also known for his eccentric behavior.
When Tesla's machines are being exhibited in the Royal Albert Hall, a man in the audience protests that Tesla's electrical current is unstable. Later in the movie, the same man appears in Colorado Springs as one of Thomas Edison's henchmen--thus proving that magicians are not the only ones who hide within their rivals' audiences.
Angier's double mumbles a few lines from a speech while rehearsing on stage before his first performance. What he's saying is actually the words of Harry Percy (Hotspur) from William Shakespeare's Henry IV, when called to appear before the king and explain his failure to turn over prisoners after a recent battle in Scotland. Apparently Hugh Jackman has used this speech in previous auditions. Presumably it was believed that having the double deliver a few lines from Shakespeare would lend him an actorly air, as his character is in fact a dissolute stage actor.
In the Bullet Catch scene, you can clearly see the name Harry Dresden on the list of performers under "The Professor." Harry Dresden is a fictional wizard in "The Dresden Files", a series of books by novelist Jim Butcher, and later the basis of The Dresden Files (2007).
Root, the on-stage double of Angier (Hugh Jackman), announces that he has played Faust and Caesar in the past. Both were famously portrayed on stage as men destroyed by their own ambition, as Angier eventually is.