During his conversation with Joan about the movie The Apartment (1960), Roger (John Slattery) also mentions the movie Psycho (1960). Talia Balsam, who plays Roger's wife and is married to Slattery in real life, is the daughter of Martin Balsam, who plays Detective Milton Arbogast in Psycho.
Several characters discuss the film The Apartment (1960) throughout this episode. The Apartment was directed and co-written by Billy Wilder; this episode's title is evocative of another Billy Wilder film title, The Lost Weekend (1945).
The trivia item below may give away important plot points.
Joan strongly identifies with the Shirley MacLaine character Fran in The Apartment (1960). Fran is an elevator operator, and like Joan, is an employee at a large New York corporation who is having an affair with her married boss. Toward the end of this episode, after Joan has helped Bertram Cooper send out telegrams announcing Roger's heart attack, Cooper and Joan leave the office together and he asks Joan to push the elevator button for him, making Joan (temporarily) into an elevator operator and drawing another connection between the characters of Fran and Joan.