Nicholas Worth's Premier Romanov is hunted by Udo Kier's Yuri in the chapter "Romanov on the Run," a spoof-homage of Casablanca (1942). Worth and Kier previously both appeared in Barb Wire: A Justiceira (1996) (the Pamela Anderson vehicle), another science-fiction spoof-homage of Casablanca.
Westwood Studios and EA Games merged before Yuri's Revenge was released.
In the intro, the President appeals to Yuri with Rodney King's line "Can't we all just get along?" (See Rodney King Beating Video (1991).) A similar scene was featured in the science fiction comedy Marte Ataca! (1996), where Jack Nicholson's Presidential character asked the same proposition to Martian invasion overlord.
The "Hollywood heroes" are Flint Westwood based on Clint Eastwood/Dirty Harry Callahan, Sammy Stallion based on Sylvester Stallone/Rocky Balboa/John Rambo, and Arnie Frankenfurter based on Arnold Schwarzenegger/The Terminator-800.