In the Venice level of the game, wanted posters can be found all over with one of Sly's earlier designs on them.
The only game in the original trilogy to neither have an official strategy guide published to coincide with its release nor to be released on the PlayStation 2 in Japan. Both of these would come true when the game was remastered for the PlayStation 3.
In the final cut-scene, Bentley explains to the audience what happened to the Cooper Gang after they parted their separate ways. This is a reference to the final scene from movie The Sandlot (1993).
There was a Toonami sweepstakes on September 2005 where $10,000 and a copy of the game were given away.
During the level when Murray and Bentley confront Doctor M in the Cooper vault, Murray asks Doctor M if he knew Sly's dad and Doctor M responds: "Quiet child the adults are talking!" This a reference to a line from Lemony Snicket's A Series Of Unfortunate Events (2004).