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Doug, from The Walking Dead, makes a small cameo appearance during the intro scene. He is seen carrying several boxes through a door. This may be a reference to him "packing his boxes" and leaving the game, as a character from The Walking Dead was originally supposed to appear as a player in the tournament.
Contributed by Lis4Real25
Unused dialogue suggests that a themed set for The Walking Dead was planned but scrapped.
Contributed by ST3
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In one of the conversations between Ash, Brock and Claptrap, they will talk about the planet Pandora from the Borderlands series. During the conversation they'll say:

Brock: Yeah, about that. I always heard that Pandora was some sort of lush jungle paradise.
Ash: Yeah, me too. What happened, did you guys run out of the, what was it - Cantgetium?
Brock: Nah, I think it was called "Macguffinite."
Claptrap: Ha. Ha. Very funny. Look, MY Pandora was first, got it?
Ash: All right, all right. Jeez. One question, though.
Claptrap: What?
Ash: What's James Cameron really like?
Claptrap: @#$% you.

This is a reference to the 2009 film Avatar by James Cameron which also features a planet named Pandora and contains the valuable mineral "unobtanium".
Contributed by KnowledgeBase
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In one of the conversations between Claptrap and Sam, Claptrap will ask about how Sam's voice used to sound different and Sam will reply "Criminals used to laugh at me. They said my voice was too goofy. So I got a voice coach. Now, when I say "Freeze dirtbags !" the dirtbags really freeze.."

This is a reference to actor Bill Farmer who used to provide the voice for Sam and who's also the voice of Goofy for most Disney media.
Contributed by KnowledgeBase
Marty Mcfly and Doc Brown from Back to the Future were considered for the game but were cut due to them not being appropriate for a game with mature spoken content. Walking Dead characters were also considered but were cut because it would not be a thematic fit.
Contributed by Bean101