If you observe closely, when the SOS Brigade are in the Computer Club President's room, there is a poster of Aya Hirano, Yuko Goto, and Minori Chihara (Haruhi, Mikuru, and Yuki's respective seiyuus) at the side of the bed.
Haruhi: Well that's strange. I totally thought we would have found him in the corner of the room curled up in a ball. Kyon, do you know where someone with the case of the May Melancholies in July might scurry off to?
Kyon: (thinking) He's either traveling in Central or South America, or he really doesn't want to be found.
Yuki: We should leave now.
Kyon: (thinking) That's the first time, she's spoken today.
Itsuki: (gets too close to Kyon) Ms. Nagato's right, we need to go.
Kyon: Don't sound so serious don't breathe on me you're too close and your freaking me out!
(A giant cave criket appears)
Kyon: (In his mind) Are you aware of an insect known as the cave cricket? If you aren't, I'd like to show you what I'm seeing right this moment.
(Mikuru grabs onto Kyon's leg, in fear)
Kyon: (In his mind) Due to Asahina engaging me in lower-body exercises, I'm about to lose it. And she's taken away my ability to move so I can't escape!
Chronologically, this is the 8th episode of the series.
Higurashi no Naku Koro ni: The preview is a parody of Higurashi no Naku Koro Ni (When the Cicadas Cry), a murder/psychological thriller, right down to the single red letter and the scream.
Full Metal Panic: Koizumi attacks the cave cricket twice. The first time, he yells "Fumoffu!" The second time, he yells "Second Raid!" Fumoffu and Second Raid are two titles from the anime Full Metal Panic, which, like The Melancholy of Haruhi Suzumiya, is animated by Kyoto Animation.