Raylan's hair is much longer in this season simply because Timothy Olyphant wanted to grow out his hair. When Raylan is being congratulated for getting Drew Thompson, Rachel comments and asks him if he is finally going to get a haircut. This was a shout-out to fans who had commented on Raylan's hair all season long.
The room that Limehouse is keeping Ellen May in appears to be Raylan's motel room re-purposed.
When discussing Pretty Woman (1990), Art tells Raylan he "never cared much" for Julia Roberts and that she looks too much like her brother, Eric Roberts. Eric Roberts would go on to guest star as DEA Agent Miller in the fifth-season in Wrong Roads (2014).
When they're about to start searching Nobles Holler for Ellen May (Abby Miller), Tim Gutterson (Jacob Pitts) asks if they're going to search every "outhouse, doghouse, henhouse." This is a reference to Tommy Lee Jones' speech in The Fugitive (1993).