The scenes filmed at the Old West town are filmed with a sepia tint, harkening back to film color applicable to the era portrayed by the town. The rest of the episode is in normal color.
Shawn calls Gus "Winston Zeddemore". Winston Zeddemore is a character from the Ghostbusters movies played by Ernie Hudson, who also played Gus' father in Gus's Dad May Have Killed an Old Guy (2007).
Find the pineapple: when they drop the Sheriff on Henry's couch and Henry wants to put a blanket first, the classic wooden pineapple is seen in the background. Also, the cracks at the entrance of the mine resemble a pineapple.
When the guys find out they are staying the night, Sheriff Hank says that he hopes they like beans. Immediately after while sitting at the campfire, Gus says "If this turns into Blazing Saddles, I'm outta here." This is a reference to the infamous scene from Blazing Saddles (1974), where the bad guys are sitting around the campfire, eating beans and passing gas.
In the saloon, Shawn fires off 15 consecutive rounds at "Stinky Pete." This is a trope in some mid-20th-Century Western serials, where gunfights lasted several minutes - and dozens of rounds - without reloading.