In British theatrical tradition, a "harlequinade" is a play (or part of a play) in which the clown (or harlequin) plays the principal role.
Harley Quinn claims that she's not a natural blonde with the joke, "and here you thought I was just another bubble-headed blond bimbo! Well the joke's on you I'm not even a real blonde", however according to Paul Dini this was an old joke she reused and she really is a natural blonde.
When Harley Quinn starts blanking on the names of their fellow inmates at Arkham, she calls them "Lizard Man" (Killer Croc), "Hat Guy" (The Mad Hatter), and "Puppet-head" (The Ventriloquist).
The Joker's line, "Baby, you're the greatest!" is the famous catchphrase of Ralph Kramden (Jackie Gleason) from The Honeymooners (1955).