During the mission "Atlas, At Last" Rhys will ask you what you think of his moustache. Whatever you respond with, a small notification box will appear saying "Rhys will remember that." This is a reference to Tales from the Borderlands, an episodic spin-off game made by Telltale Games where the game will sometimes notify you that specific responses you give will have an impact on the game's story down the line.
Contributed by FingerRocks
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In the Carnivora area, in one of the buildings there is a corpse surrounded by a heavy amount of white substance while at a computer. This is a reference to the South Park episode 'Over Logging'. The character Randy after not being able to look at internet porn for so long, uses what was last of the internet resulting him to covered from head to toe with semen.
Contributed by CLXcool