A lot of weapons and gear that are found in the game are references to previous games unique weapons. The Stranger that captures Rhys and Fiona at the start of the game is wielding the Conference Call, a legendary shotgun from Borderlands 2 (2012). The O2 Kits that Scooter and Fiona use were introduced in Borderlands the pre-sequel! (2014). The strangest one of all is the Skullmasher sniper rifle used by multiple bandits in the game even though it is a legendary (very very hard to obtain) weapon in Borderlands 2.
The two bandits Kroger and Finch are played by Adam Harrington and Dave Fennoy respectively. Adam Harrington plays Bigby Wolf in The Wolf Among Us, Dave Fennoy plays Lee in The Walking Dead, both the main characters in previous Telltale games.
Troy Baker and Laura Bailey previously worked together on Saints Row The Third, Saints Row IV, Saints Row: Gat Outta Hell, Catherine, Resident Evil 6, Final Fantasy XIII, Final Fantasy XIII-2, Lightning Returns: Final Fantasy XIII and inFamous: Second Son.
Troy Baker and Ashley Johnson have previously worked together in Naughty Dog's The Last of Us.
The shotgun the stranger carries is called The Conference Call. A weapon that first appeared in Borderlands 2. This weapon can also be found in Jack's Office in Episode 4.