Leela goes to a "local market", which turns out to be in another galaxy. The sign at the market entrance says "The Local Group Market", which explains this apparent inconsistency - Local Group is the scientific name for a group of galaxies to which our Milky Way Galaxy belongs.
The origin of the Bone Vampire is the planet Doohan 6, a world where everyone speaks in overly accented Scottish accents, just like James Doohan did while playing Montgomery Scott in Star Trek (1966) and subsequent movies.
The professor blows dust off a book called a Gygaxicon. E. Gary Gygax co-invented the game Dungeons and Dragons.
After the group enters the tavern and Zoidberg says hello a patron responds with seeming gibberish that includes the names of the main characters of The Banana Splits Adventure Hour (1968), Fleagle, Bingo, Drooper and Snorkie.