When Det. Lassiter Claims That "she's As Guilty As Mrs. O'leary's Cow" He is referring to the Cow Accused of Starting the Great Chicago Fire. the Cow Was in Fact Pardoned by Chicago's City Council of All Wrongdoing.
Shawn introduces himself to the masseuse by saying, "I'm psychic detective Shawn Spencer. That's my brother Darryl, and my other brother Darryl." This is a reference to the 80's TV show Newhart, in which three brothers often introduce themselves in a similar manner, "Hi, I'm Larry. This is my brother Darryl, and that's my other brother Darryl."