Futurama was the name of the famous General Motors exhibit at the 1939 New York World's Fair that depicted a futuristic landscape.
Bender's apartment door number is 00100100, which is binary for the number 36, and 36 is the decimal number in the American Standard Code for Information Interchange table for the dollar sign ($).
The sound of the Hypnotoad is a recording of a turbine engine played backwards. The sound effect, titled "Angry Machine," was included with the Avid editing program used by the staff, and was originally just used as a placeholder, but they liked it so much they kept it in.
Zapp Brannigan was specially written for Phil Hartman. When Hartman was murdered, the role was given to Billy West, who impersonated Phil Hartman when he did it.
One of the more subtle running jokes in the show is that in the future, owls have replaced pigeons and rats as being pests. If you look carefully in many episodes, you can see owls pecking at food on the ground or coming out of mouse holes.