The title is from the 1934 Alfred Hitchcock thriller The Man Who Knew Too Much (1934), which Hitchcock himself remade in 1956 as The Man Who Knew Too Much (1956).
While Sam is searching for clues as to his identity he ends up at The Nite Owl hotel. This is the same hotel where Sam and Dean stay in Season 6, Episode 5 Live Free or Twi-hard (2010).
While recovering bits of his memory, Sam describes Dean as "male model type". Jensen Ackles actually did modeling work since childhood before concentrating on acting.
Crowley offers to get Castiel some Colon Blow. This was a fake product in an SNL commercial starring Phil Hartman.
The different Sams can be also identified by the choice of handgun that they use. Sam with a soul uses his trademark nickle-plated, pearl handled Taurus PT92-AFS 9x19mm pistol, while soulless Sam uses a black finish Heckler & Koch Mark 23 .45 ACP. Which fits the dynamic of the two, Sam has a bright and shiny medium caliber pistol, whereas soulless Sam has a dark, bulky large caliber pistol.