Buffy the Vampire Slayer

Buffy: Power Girl to the rescue! Power Girl is a DC Comics superheroine. Created in 1976, she stood out among many other female heroines (a common cliché among female superheroes, is that they take names and sometimes costumes of pre-existing male superheroes), as while she was a cousin of Superman, she chose to create her own name, identity and costume, to keep herself seperate from her famous cousin, not wanting to be seen as his carbon copy (even refusing to wear anything remotely similar to his symbol). In her civilian life, she's Karen Starr, founder and CEO of her own multi-million dollar corporation, Starrware Industries.

Xander: Yeah, but if I see a floating pipe and a smoking jacket, he's dropped.
Xander's line is in reference to the classic movie, "The Invisible Man", in which the invisible man from the title wears a smoking jacket, sunglasses, and carries around a pipe.

Visual: Der Kindestod's appearance and reference to first victim Buffy knows of
Der Kindestod is certainly reminscent--in both appearance and modus operandi--of Freddy Kruger, the monsterous spectre who hunts kids and teenagers in their dreams in the Nightmare on Elm Street series of films. Further, the child Der Kindestod killed the first night Buffy was in hospital was named Tina; Freddy's first victim was also Tina.

Xander: And if he asks you to play chess, don't. The guy's, like, a whiz.
Xander is talking about Ingmar Bergman's 1956 masterpiece The Seventh Seal, which tells the story of a weary knight named Antonius Block (played by Max von Sydow) who is challenged by Death to a chess match, the stakes being his life.

Title: Killed By Death
This may be a reference to the 1976 film Murder By Death, a parody of murder-mystery movies written by Neil Simon and starring David Niven, Peter Falk, Maggie Smith, Peter Sellers, and several other famous players.

Buffy: Well, Sherlock.
Sherlock Holmes is the famous fictional detective in the works of Sir Arthur Conan Doyle.

Xander: Of Rogaine boy?
Rogaine is the brand name of an hair growth medicine. Xander refers to the balding security guard.

Giles: Cordelia may be Homerically insensitive, but she may also be right.
From the Greek epic poet Homer. Homerically is an adverb meaning of epic proportions.

Cordelia: She came in looking for the Gwenyth Paltrow, and it looked more like the Mr. Potato Head.
Gwenyth Paltrow is the American actress. Mr. Potato Head is the childs toy with exchangable body part. Mr. Potato Head's nose is considerably more bulbous than Ms Paltrow's.

Xander: This is not the time to challenge Angel for the Ultimate Fighting Championship.
The Ultimate Fighting Championship is a no-holds barred martial arts tournament noted for its extreme violence.