When Sophie tells the security guard "That's my painting...no offense to you and your company but I've lost art in shipping before" and claims to be the Duchess of Islington-Barrow, she's actually referencing her story in The Rashomon Job (2010), where her attempt to steal the dagger by having it shipped to her warehouse is foiled (unknowingly by the other members of Leverage, Inc.)
At the beginning of the episode, Nate tells Sophie that Hardisen, Parker and Elliot are staying in DC and they don't appear in the show. The next episode takes place in DC and Nate and Sophie don't appear.
The stolen painting at the centre of this episode is a recreation of an actual photograph of Gina Bellman (Sophie). The photograph is by John Stoddart and is from 1989.
Sophie and Sterling use the aliases Tennant and Smith. David Tennant and Matt Smith played the tenth and eleventh incarnation of the Doctor on Doctor Who (2005) Mark Sheppard [Sterling] appeared with Matt Smith in a Doctor Who episode.
The events in this episode occur concurrently with the events in "The Rundown Job." This also happened in the previous season when the team split up for two back-to-back episodes.