The acting class goes for drinks at Residuals, which is a real bar in Studio City. It takes its name from the residual payments that union actors receive when their work is broadcast on TV. These payments are sometimes quite small, so the bar allows actors to exchange any residual check of one dollar or less for a drink. There is a shot in the episode of several residual checks pinned up behind the bar.
At around 10 minutes Sally and her scene partner are performing the pharmacy scene from Magnolia (1999).
Barry was originally supposed to have many more lines in the pilot. Bill Hader was so preoccupied with his directing responsibilities that he found himself unprepared to actually play the character of Barry when he got to set, and ended up cutting or redistributing many of his lines to other characters instead.
At around 29 minutes Barry meets the server/actress in the diner played by Melissa Villaseñor, both she and Bill Hader are veterans of Saturday Night Live (1975).