When Number 4 (Klaus) is in the crypt as a child, the name on one of the tombs is Stephanie Chalmers - the prop person for the episode.
When Vanya finds Allison at the newspaper stand, there's a flyer for a roller derby league. Elliot Page (Vanya) starred in "Whip It" where they joined a roller derby league.
When Vanya and Leonard are walking to rehearsal, they pass the 'Icarus Theatre' which is actually (the original) Massey Hall in downtown Toronto. As they are walking west on Shuter street, the scene cuts to the stage door which is on the other side of the building on Victoria street. St Michael's Hospital emergency entrance can be seen in the background at the beginning of the shot.