The storage unit that was robbed was rented under the name Edgar Cayce. Edgar Cayce was a famous American psychic and was known as the "Sleeping Prophet" because he supposedly had the ability to put himself in a sleep-like trance before he gave a reading.
The entire episode is about luck. If you look closely in the thugs apartment, there is an upside down horseshoe above the door. Horseshoes are an international symbol of luck. If the horseshoe is right side up, it collects good luck. If the horseshoe is upside down, it lets all the good luck out and invites bad luck.
Wayne and Grossman are playing poker as Sam and Dean are sneaking into the apartment to get the rabbit's foot. Wayne gets four kings, and later on says he got two royal flushes in eight hands. The odds of getting a royal flush are 649,740:1, four of a kind 4,165:1.
When Dean (Jensen Ackles) throws the pen into the barrel of the gun, it mirrors the move Batman did using a batarang in the movie Batman: Under the Red Hood. Jensen Ackles voices Jason Todd in this movie.
Sam (Jared Padalecki) says of the cursed rabbit"s foot: "You can't just cut one off any rabbit. It has to be in a cemetery, under a full moon, on a Friday the 13th." Friday the 13th: The Series (1987-90) was another Canadian-based horror series about recovering cursed antiques. Jared also went on to star in the film remake of Friday the 13th (2009).
One place mentioned by characters in this episode is an unspecified location 'outside of Buffalo'. Presuming this is the city in New York State (it's later said to be just a few hours' drive to Queens, adding geographical credence to this theory), it may be interesting to note that Black Rock (the location mentioned in this episode's title) is a neighbourhood in the northwest section of Buffalo, NY.
The trivia items below may give away important plot points.
Towards the end of the episode, Dean throws a remote control at one of the men holding Sam, hitting him in the face and knocking him unconscious. Dean then says "I'm Batman." Jensen Ackles voiced the character Red Hood in the movie Batman: Under the Red Hood (2010).