Sometimes when visiting Rodin's shop, he says, "Whadya buying?" This is a reference to Resident Evil 4, where the shop merchant says the exact same thing.
Bayonetta is never seen not wearing her glasses. She takes them off in one scene, but the camera pans to behind her head.
If Bayonetta stands still shooting her gun at a wall, the bullets will be arranged in the shape of a heart or her initial, "B."
The main character Bayonetta was actually modeled after the J-pop singer Angela Aki. However, many players throughout the world outside Japan often speculates that she was modeled after former Governor of Alaska, Sarah Palin due to the fact that she wears the same type of Japanese eyeglasses that Bayonetta wears.
In the car ride cinematic, after the opening, you can briefly hear the tune "Magical Sound Shower", from the 1986 arcade game "Out Run", playing on the car radio.