The character of Anne was the vampire worshiper Chanterelle in Lie to Me (1997) and the runaway Lily in Anne (1998). In the latter episode, she assumed Buffy's alias, apartment, and job at a diner.
During the fundraiser, a woman asks one of the TV actresses why her character had been made gay and if it had just been for the ratings. This is a reference to Willow Rosenberg, who came out in the previous season of Buffy the Vampire Slayer (1997).
When Anne confesses that she used to think that vampires were the coolest, Angel asks her what happened and she replies she met one. This vampire she refers to is Spike.
Angel and Anne Steele had met briefly in Lie to Me (1997) when he, Willow, and Xander investigate Ford's vampire-worshiping cult. At the beginning of the episode, when Angel pretends to accidentally run into Anne the two appear to be unfamiliar with each other. Given that it's been three years, the two only met very briefly and Anne is going by a new name, it's likely (but not certain) that the two do not recognise each other (something Mere Smith confirmed to be a conscious decision on her part).
On video, Wes does an impression of Sean Connery. In real life, Alexis Denisof starred with Connery in First Knight (1995). Furthermore, the original outline for Wesley describes him as a man who thinks he's James Bond, when he's really George Lazenby.