The "Jersey Devil" investigation is started when someone comes on the internet to the TV show and says" Why don't you do a show on the "Jersey Devil"?. When this is referred to later, and shown on screen (twice), the caller says "Why don't you do a show on the pine barrens?".
Early in the film, when the narrator is talking about Jim Suerd's fascination of the Internet and magic, a website about magic tricks is shown. However, the web address (URL) is not written correctly, and would only lead to an error page.