The scene where Wallace and Gromit try to dispose of the bomb, but can't because there are ducks in a pond out of one window and nuns through another is a reference to the scene in Batman (1966), where Batman, played by Adam West, has similar problems whilst trying to dispose of a bomb.
DVDs or videos in Gromit's room include "Bite Club", "The Bone Identity", "Pup Fiction", "Where Beagles Dare" and "The Dogfather".
Early in the film when Wallace is attempting to save Piella, they enter a zoo with a number of posters near the front entrance. One of the posters on the right side is of a 'lost penguin' similar to the one of Feathers McGraw seen in Wallace & Gromit: The Wrong Trousers (1993). In the same scene, a ladder can be seen propped up against the inside of the wall to the left of the gate; dangling from it (outside the wall of course) is a rope made from sheets knotted together. This means he has escaped from the Zoo and is presumably still at large.
A tree in front of Piella's house is etched with "F (heart) G," which indicates Fluffles' crush on Gromit.
First Wallace and Gromit film shot on digital video.