One character's name is Dingus. "Dingus" is a synonym for doohickey or whatchamacallit or thingamajig.
A mob enforcer is named Thanatos, the Greek word for death. Hercules comments on this at one point.
"At last, an honest man. Old Diogenes would be pleased." Diogenes was a founder of the Cynic school of philosophy (Cynics focused on virtuous living, simple living and staying close to nature). Diogenes often pulled theatric stunts to highlight philosophical points, like carrying a lantern around Athens in daylight to hunt (always without success) for an honest man.
Unusually for this series, the Latin name for a goddess is used. The Greek name of Fortuna was Tyche.
Taphos, the name of the village featured in the early part of the episode, is the Greek word for grave.