Chelcie Ross appears as Conrad "Connie" Hilton, who was the founder of the Hilton Hotel empire.
Hooker: Mr. Kinsey, you might want to shave your beard.
Kinsey: What? Who the hell are you people?
Hooker: That was a joke.
Continuing The Sopranos/Mad Men connection, the title of this episode is similar to The Sopranos epsiode, "Guy Walks Into A Psychiatrist's Office" (Season 2, Episode 1).
"Come On Twist" by Jody Reynolds
"Song to Woody" by Bob Dylan
Joan: We could hire some prostitutes...I know your prime minister enjoys their company. Hooker: Secretary of War...
This is a referenced to the British Secretary of War, John Profumo, who resigned on June 5, 1963 due to a sex scandal.
Cooper: (talking to Don and Roger) Everyone wants Martin and Lewis.
This is a reference to the comedic team of Dean Martin and Jerry Lewis.