In the episode where Henry and Ray try to catch Ortho and his dad, at the end they throw Ortho and his dad in an dark abandoned alley with dumpsters and trash. This is the exact same place where Sam and Cat beat a man who stole Sam's bike. Sam and Cat is another Dan Schneider show
In "Tears of the Jollybeetle" when researching the Jollybeetles a picture of The Beatles is on the screen. And when Charlotte tells Henry and Ray where the Beatles are she says they are on Abbey Road "A Beatles album" and when switching to the scene at the factory the building has a sing that says "Rigby's cannery" referring to The Beatles song "Eleanor Rigby" who keeps a jar by the door.
In the episode "The Spoiler", Henry and Ray go to a showing of Galaxy Wars. In the background, you can clearly see a hat that says Webicon on it, which is the convention iCarly would go to. iCarly is another Dan Schneider created.
In the episode Mouth Candy, Captain Man says that Mitch looks at least 26. In real life, he is 27.
In the episode where Henry is framed for ruining a birthday party, Nathan Kress is seen being interrogated his third appearance on a show that is not iCarly the first two being Drake and Josh and Victorious.
Henry and Charlotte is the biggest shipping in this show, and completely outweighs the other shippings
In the beginning of the episode "Henry and the Woodpeckers" Henry's dad is seen watching "Toilet Wars" as seen from Sam and Cat
On September 5th 2016 Henry Danger did a crossover episode with The Thundermans called Danger and Thunder