According to Jonathan Ames, the fact that Jason Schwartzman resembles a young Al Pacino is what gave him the idea for the kidnapping story on the first season finale, mirroring Pacino's character on Dog Day Afternoon (1975).
In season 2, episode 7, after an early reference to the film Blade Runner, we see the office building of private detective Arbogast [itself a clear reference to Martin Balsam's P.I. in Hitchcock's Psycho], set in the same building as was J.F. Sebastian's apartment in Blade Runner [i.e. The Bradbury].