As Sky Captain and Polly Perkins fly submerged with "The Amphibious Squadron", they "overfly" a sunken steamer named "Venture". It's the ship used to bring King Kong und die weiße Frau (1933) to New York City. It even includes, on its deck, a cage large enough to confine Kong; implying perhaps that this is the original Skull Island.
While the project was still in early development, writer and director Kerry Conran originally wanted to produce it as if it were a lost serial from the 1930s, with the movie featuring unknown actors, shot in black-and-white, and divided into chapters, each ending with a cliffhanger. All of these ideas were subsequently abandoned in an attempt to gain bigger box-office appeal.
When Polly is on the phone to her editor, reporting the advance of the giant robots, her line is "They're crossing Sixth Avenue... Fifth Avenue... they're a hundred yards away...". This is a direct lift from Ray Collins' lines in Orson Welles' "The War of the Worlds" broadcast of 1938 as Collins plays a reporter on the roof of "the Broadcast Building" reporting the advance of the Martian tripods.
The Giant Robots that attack New York City are an homage to the "Superman" cartoon The Mechanical Monsters (1941). In both instances, the robots were remote controlled by radio signals.
The "World of Tomorrow" portion of the title is a reference to the 1939-40 New York World's Fair, which was named "The World of Tomorrow".
Matthew Feitshans: The production supervisor played the officer who informed Sky Captain of the approaching robots when he and Polly arrived at the Flying Legion base.
Kerry Conran: the German-speaking porter in the opening blimp interior scene, who takes a note from the scientist.