The Red Rocket Station is very similar to the one found in Fallout 4 (2015) at the outskirts of Sanctuary Hills: the Red Rocket sign is missing the same letters (D, C and T) and the sign showing the coolant price list is exactly the same (same prices and same missing parts of the numbers).
The Ghoul renames the dog, CX404, to "Dogmeat", which is the name of a dog you can encounter in every Fallout game, apart from Fallout: New Vegas (2010). In Fallout 4 (2015), you can find Dogmeat at the Red Rocket truck stop; the name of the truck stop is also an innuendo for a male dog's genitalia.
When Thaddeus turns on the radio it makes the same noise the Pip-Boy makes when you select the radio function in the games.
When Thaddeus is listening to the radio, it plays a song you hear in Fallout 4 (2015) when listening to Minuteman Radio.
The gas station used as a set for the Red Rocket station seen in this episode, was also used as a set in the beginning of John Wick (2014) where the Russian mobsters notice Wick's rare 1969 Ford Mustang Cobra Boss 429. The property is in Nyack, New York.