The very next episode ("The Italian Bob"), the Simpson family goes to Italy. Lisa speaks some Italian in that episode.
It's revealed in this episode that Luigi can't speak Italian, only "fractured English" (with an Italian accent) what his parents spoke at home.
This is the second episode where Nelson receives instant karma, which he accepts. The first was "Barting Over".
There are two running gags in this episode: Moe appearing from out of nowhere in the sky (twice) and somebody (Milhouse's grandmother and Lisa) getting a tree branch and angrily chasing Milhouse (twice).
When Homer pulls out the folder, Mansion is misspelled as "Manson".
The blueprint on the wall during the planning of the heist misspells Burns name as "Bwrns."
In the Italian dub, Milhouse teaches Lisa Italian history and literature. At the end of the episode, Lisa compares Angelica to the Roman Empress Messalina.
Always in the Italian dub, Nana Sofia speaks with a Sicilian accent.
Homer's line, "Game over man ... game over" (when the police arrive at Burns' mansion) is taken from the movie Aliens.
Eddie's animated style of traffic direction is likely a reference to Tony Lepore, the "Dancing Cop" of Providence, Rhode Island.
When Lisa and Milhouse go to Little Italy, Milhouse acts like Don Fanucci from The Godfather Part II. His clothes in that scene are similar, too.
Hugs Bunny, the referee of the Springfield Easter Celebration, is an obvious pun on Bugs Bunny. Mrs. Quimby also mimics Elmer Fudd's speech impediment in introducing Hugs. Later, Homer mentions the Road Runner, surprised to learn there is an actual bird by that name.
Mayor Quimby's office is styled after the White House Oval Office. Mrs. Quimby's trip around the mayor's office is vaguely reminiscent of a spoken word track on the record, The First Family, wherein Mrs. Kennedy led the paparazzi around the White House, leaving everything "just the way it is."
Red Hat Society - The Cherry Red Tomatoes organization is a spoof of the women's group, focusing on fun and companionship.
"Rigoletto" - Lisa sings new lyrics to the aria "La donna è mobile" from Verdi's opera.
The episode title is a play on the movie title Sophie Tucker - The Last of the Red Hot Mamas, about the life of the Vaudeville entertainer.
During his fight with Hugs Bunny, Homer remarks, "Silly rabbit. Kicks are for ribs!" This is a play on the catchphrase for the children's breakfast cereal Trix.
When Milhouse is been kissed by Lisa he says "I'm the luckiest boy in the whole world!". This is a reference from Ojamajo Doremi's line "I'm the unluckiest girl in the whole world!" Doremi Harukaze's catchphrase.