When Rush reveals that he is Steve's biological father, Steve tells him that he can't be, because he, Steve, went down to New Mexico "three Christmases" ago. Steve actually went to New Mexico in season two. That was in 1991. This episode took place in 1995. So that would have been "four Christmases" since Steve went to search for his biological father, not three.
Rush: I always knew you were stupid, but I never thought you'd be so self-destructive!
Steve: Thanks for the support, as usual.
Deck the Halls
Rockin' Around the Christmas Tree by Brenda Lee
Hark! The Herald Angels Sing
Joy To The World
O Little Town Of Bethlehem
We Wish You A Merry Christmas
On Steve's adoption papers, it lists his adoptive mother as "Iris Sanders". Steve's adoptive mother's name is Samantha Sanders; Iris is the first name of Dylan's mother.
The title, "Angels we have heard on high," is a famous Christmas carol.