Morris Fletcher from Dreamland (1998) (and II) is at the bar and gives Scully the cigarette when Scully is under the influence of the A.H. At one point in Dreamland, Morris slaps Scully on the butt in a sexist manner. In this story, she slaps him on the butt as she's leaving.
A rare example of an X-Files episode actually filmed in the location it depicts. Fox initially had reservations about this, as they feared the episode would go over-budget. While the Lone Gunmen actors benefited from the location shoot, Gillian Anderson never left Los Angeles. When the hotels in Vegas discovered that The X-Files (1993) was coming to town, a bidding war broke out among them as to who would actually host them, with the Monte Carlo ending up victorious.
The first episode in which Mulder is never seen nor heard (his voice was synthesized by the Gunmen).
The malfunctioning AE-35 unit discussed in the poker scene shares the same name as the "about to malfunction" AE-35 unit that HAL-9000 warns Bowman about in the movie 2001: A Space Odyssey (1968).
Las Vegas does host an annual security conference called DEF CON in real life. Unlike the DEF CON in this episode, the real security conference isn't exclusive to government defense contractors. In fact, this hacking event was founded by civilian hackers.