The episode title is a pun on "We love to fly, and it shows", an advertising slogan used by Delta Air Lines in the 1980s.
While in Chicago, Mr. Burns and Homer walk into a salon called "Ferris Bueller's Day of Beauty", a pun on John Hughes' 1986 movie Ferris Bueller's Day Off. When they exit the salon, they are dressed as Ferris and his friend Cameron, respectively.
The marquee on the front of Wrigley Field lists the Cubs' World Series championships in 1907 and 1908. This is a reference to the team's notorious title drought, which finally ended in 2016, nine years after this episode aired.
While walking through Chicago, Homer and Mr. Burns pass a generic-looking baseball stadium labeled "Wherever the White Sox play", an obvious nod to the city's American League franchise and their frequently changing stadium name (originally called Comiskey Park (after their previous stadium), the park was renamed U.S. Cellular Field in 2003 and again to Guaranteed Rate Field in 2016).
In the chalkboard gag, Bart writes "I will not wait 20 years to make another movie", a reference to 2007 (the year of the movie's release) marking the 20th anniversary of the Simpsons franchise (when the Ullman Shorts are included).
During the skateboarding, the Multi-eyed squirrel jumps onto Bart's shoulder and tries to bite him but gets shoved off by one of "Burns Construction"'s wrecking balls.
Bart skateboards through a broken and damaged Springfield, currently under repair.
Shards of the destroyed dome and characters from the movie are visible as Bart skateboards through the streets.
When Homer pulls into the driveway, the "Pig Crap" silo is strapped to the roof of his car.