At a certain point in this game, a character called Cassidy says he was named after a character from a 90s comic book. Indeed, this comic book exists and is called "Preacher", written by Garth Ennis with art by Steve Dillon and published by DC\Vertigo. In Fallout 3, there is another small homage to "Preacher": a female ghoul named Tulip.
The game features an easter egg, literally an easter egg. It's hidden behind one of the piles of garbage in the far right corner of the basement of the gun shop in New Reno.
Harold is the only character to appear in all three major Fallout games (he doesn't appear in Fallout Tactics).
In the game there's a book that can maximize all character statistics (like strength, perception, usage of guns and explosives etc). It's called "Fallout 2 Handbook" and is acquirable only after beating the game and going to the church in New Reno and speaking with Father Tully.
When exploring the Sierra Army Depot there are "holotapes" with logs of past events. The logs state that the computer responsible for the nuclear war is SkyNet, the same computer that caused the nuclear war in the Terminator series. Also, if the player is skilled in science he can download SkyNet to a robot and make him follow the player as a teammate.