During development, one religious developer threatened to quit because he was offended by the portrayal of Comstock, a Christian. Ken Levine decided to sit down with the developer and discuss the character; if the developer wasn't satisfied at the end of the conversation over what they would do with Comstock as a character, he would be allowed to leave with no hard feelings. In the end, the developer was happy with the changes Levine promised to give the character and returned to work, and the discussion encouraged Levine to write Comstock with more depth and personality than he had originally intended.
While Booker and Elizabeth walk through an arcade, she sees a game and remarks how she heard it was "delayed THREE times". This is a sly wink from the writers, as Bioshock Infinite itself was delayed several times.
Near a vendor early in the game, a wrench can be seen, identical to the wrench from the first Bioshock.
Whenever Elizabeth throws a coin to Booker, he always catches it "Heads Up."
In a tear opened by Elizabeth, there is a Parisian cinema projecting "La Revanche du Jedi", French for "Revenge of the Jedi", a working title of "Return of the Jedi". This tear probably gives access to a reality where the working title of the movie was retained.