Juliet Starling, from Lollipop Chainsaw, makes an appearance in Episode 51. Towards the end of the level is a barrel wobbling around on a high ledge. Shooting it open will cause Juliet to pop out, and then jump away.
The "Gigolo Mode" was originally intended for Shadows of the Damned, however, it was dropped and later reintroduced into Killer is Dead.
Mondo was originally going to be married, and the game wasn't going to include the "Gigolo Mode". However, Kadokawa Games, the game's publisher in Japan, requested the mode to be put in.