The last names of the amateur ghost hunters Dean and Sam run into, Zeddemore and Spengler, are references to two of the main characters, Egon Spengler and Winston Zeddemore, in Ghostbusters (1984).
The album that Dean picks up and seems impressed with in the record shop is Kansas' classic 'Point of Know Return'. That's the one that has its title song and "Dust in the Wind."
Throughout the episode Sam and Dean pull pranks on each other. Jared Padalecki, who plays Sam, is known to play pranks on set.
The website that Sam discovers in "Hell House" is www.hellhoundslair.com, a website created by the show's producers. It currently leads to the CW website.