In the beginning of the episode, Karen asks Sydney where she should place a statuette, which Sydney identifies as Durga, the Indian goddess of destruction and revenge. Sydney encountered the statuette in the Turkish embassy in France in Season 2's Midnight Flight (2001) (at approximately 24:00).
Nigel relays to Samantha the time he snuck into a temple of Kali disguised as a member of its murderous cult and how he was nearly forced to make a human sacrifice. These were among the events of Season 2's Dagger of Death (2000).
In 1790 A.D., Captain Flint sings "Dead Man's Chest", also known as "Yo, Ho, Ho (And a Bottle of Rum)". In real life, that song was created by Robert Louis Stevenson for his book "Treasure Island", which was published in 1883, nearly 100 years later. This would normally be considered an anachronism (and appear in Goofs). Per events of this episode, however, a boy overheard Flint and (much later in life) relayed certain events and details to a young Stevenson, all of which inspired "Treasure Island", thus sidestepping any anachronism.