Page 1 depicts Buckaroo Banzai and the Hong Kong Cavaliers performing at the MGM Grand Garden Arena. This is a real world venue located on the Las Vegas strip.

The Cavaliers are participating in a world telethon for donations in the fight against juvenile herpes. As far as I can tell, there is no official disease known as juvenile herpes; of course, it is possible for juveniles to become infected with the Herpes simplex virus through intimate contact with an infected person, just as with adults.

New Jersey comments that the telethon has gone over the $150 million mark. This is many times more than any real world telethon has ever made for any cause. Of course, those telethons didn't have Buckaroo and the Cavaliers providing entertainment.

Page 3 implies that Buckaroo has cured herpes several times, but the World Crime League always invents a new variant that is immune to previous cures. Reno implies that the WCL makes billions of dollars from pharmaceuticals to treat the symptoms of herpes without curing it. Even in the real world, many conspiracy-minded researchers into the health industry believe that pharmaceutical companies are more interested in making profit off of treating the symptoms of diseases than in curing them.

On page 6, a group of homeless people is singing. The lyrics are from "Home on the Range", the state song of Kansas, with lyrics originally published as a poem called "My Western Home" in 1873 by Dr. Brewster M. Higley (1823–1911).

Also on page 6, Lady Gillette comments on the skid row part of town, saying, "Urban space: the final frontier." The phrase is a play on the famous opening line of the Star Trek intro, "Space: the final frontier..."

Buckaroo and the Cavaliers are led to the Foxx Hole, a strip club, presumably in the Las Vegas area. This appears to be a fictional establishment.

On page 10, Buckaroo is offered cups of human fat by the owner of the Foxx Hole. Buckaroo remarks that it's considered a delicacy in some quarters. I've been unable to confirm this, though it was considered a potent medicinal for centuries, even into the early 20th Century.

On page 15, Perfect Tommy responds to Pecos' objection to his taking the wheel of the bus, "Tango sierra, Pecos." "Tango" and "sierra" are the "T" and "S" terms in the NATO phonetic alphabet. In this case, the "TS" is likely meant by Tommy as shorthand for  "tough shit".

On page 16, one of Buckaroo's people comments on a WCL group called White Christian Legions who tried to blow up the Alamo six months ago and blame it on militant Mexicans. The Alamo is the U.S. historic site of the Battle of the Alamo (1836), part of the Texas Revolution against Mexico, in which the Texan defenders of the Alamo Mission fought a hopeless battle against the Mexican Army for 13 days.

On page 16, panel 3, a sheet of alleged Lectroid writing is seen.

Although described earlier as Old Canyon Road, on page 17, panel 6, we see that the Deathhead armored brigade has stopped the Cavaliers' bus on Highway 95. This is likely U.S. Route 95, which runs largely north-south from the Canadian border to the Mexican, and includes the length of Nevada. 

In Across the 8th Dimension, a Lectroid felled Rawhide by spitting a starfish-like growth at him that poisoned him. This issue and next reveal that the Lectroids are also able to shoot multiples of these organic barbs from their chests.

Nix is decapitated on page 20, but his head keeps talking, even on into "Tears of a Clone" Part 2, indicating that Lectroids are capable of surviving such a mauling.

As the bus careens down the hillside on the last page of the story, notice that the horseback rider symbols seen previously on the front BB banner are missing.