When Quark pleads with Dax inside her cabin, he starts by saying, "Where I'm going, you can't follow. What I have to do, I have to do alone" is from the classic film, Casablanca (1942). It's the words Humphrey Bogart as Rick uses to comfort Ingrid Bergman (Ilsa), when she learns that Rick is not going with her on the flight to Lisbon.
Actor Armin Shimerman has stated that this was one of his favorite episodes and the one he is most proud of doing, because his character Quark is faced with a real dilemma and is feeling a real sense of remorse and morality.
Midway through the episode, Quark is demonstrating a particular weapon to a customer, describing how the weapon is equally effective against moving vessels and surface emplacements. The weapon is said to be a "Breen CRM-114," a reference to the CRM-114 device found in the B-52 bombers in the film Dr. Strangelove or: How I Learned to Stop Worrying and Love the Bomb (1964).
Alexander Siddig wanted his uncle, Malcolm McDowell (who played Dr. Soran in Star Trek: Generations (1994)) to play Hagath, but McDowell was not available so the role went to his A Clockwork Orange (1971) costar Steven Berkoff instead.
Hagath's verbal warning to Quark while testing weapons in the Holosuite, is an homage to the 1983 film Scarface where Paul Shenar's character warns Al Pacino's with a nearly identical threat, though the word "cross" replaces a much stronger word.