Not only does she call him Keyser Soze, but she makes up the name with things she sees just like Keyser did in The Usual Suspects.
When Kimmy says her step-father's name is Keyser Soze, there is a cut to a Singer sewing machine. Bryan Singer directed The Usual Suspects (1995), in which Keyser Soze is a character.
Kimmy calls her step-dad Keyser Soze, a reference to the movie The Usual Suspects.
Although they don't share scenes together here, Kiernan Shipka and Jon Hamm also starred in Mad Men (2007) as father and daughter.
At the end of the episode Kimmy's step dad hallucinates and sees a horse. This is after he did heroin, in which horse is a slang for.