As Fry laments never telling Leela that he loved her, Bender corrects him, saying: "What?! You told her like 140 times!" Bender is alluding to the length of the full series, which is comprised of 124 episodes and 4 full-length features. Each feature was originally shown on television split into 4 half-hour episodes, which makes the series 140 episodes long.
When they are in the lunar amusement park Bender throws his beer bottle at the guy wearing the moon costume, impacting into the moon's eye. This is a parody of one of the first motion pictures ever made, "A Trip to the Moon", which came out in 1902. The film was inspired by Jules Vern's novel "From the Earth to the Moon". In the 9 minute film a rocket is shot from the Earth's surface and impacts on the moon's surface, embedding itself in the "Man in the Moon's" left eye. This same joke appeared in "The Series Has Landed" 1999, thus bookending the series.
On the MegaHexaDecapus, Bender tells a kid that if he wants a corndog, he should ask his mom for one. The kid is Albert, one of the orphans from Cookieville Minimum-Security Orphanarium. He was purportedly adopted by Abner Doubledeal (along with all the other orphans) in "Yo Leela Leela", but as far as we know, he has no adoptive mother. Ironically, at one point, Bender himself was the sole guardian for Albert and the other orphans, but it's conceivable that Bender would neither remember nor care.
In the opening scene in a crater on the moon, a red vehicle can be seen. This might be a nod to the second episode of the series where leela and fry leave a similar looking moon rover in a crater. That's not a red vehicle, thats the moon farmers barn.