When the monkeys are dressed up they go by the name 'King of Versailles'; the actual King of Versailles was Louie XVI, infamously married to Marie Antoinette. The license plate of the penguins' car reads EAT CAKE, a quote of Antoinette's.
Captain Chantel DuBois sings approximately 1 minute of "Non, je ne regrette rien" to her henchmen. This is a French song best known through its 1960 recording by Édith Piaf. Piaf dedicated her recording of the song to the French Foreign Legion (FFL), which has now become part of the FFL heritage and is sung when they are on parade. Due to the men's reaction, it is assumed that all of them serve or served in the FFL.
The trivia items below may give away important plot points.
On the ship at the end that is headed to Madagascar, DuBois' crew are in crates on the upper deck. On the sides of the crates is stenciled Freedom Fries, Freedom Dressing, Freedom Toast and Freedom Dip Sandwiches, a popular joke in the USA to eliminate the name "French" from certain foods.
At the end of the movie, you can see that the sign indicating the name of the ship with the antagonist cargo aboard, is "Mal De Mer" which, when translated from Madagascar's official language of French, means "Seasickness".