"Welcome To Wherever You Are" is a reference to the song of the same name by Jon Bon Jovi from his album "Have a Nice Day." Bon Jovi makes a guest appearance in this episode.
Toby, who is charged with leaking classified information, quips to his ex-wife that he thought about dressing up as Julius Rosenberg for Halloween. Julius and Ethel Rosenberg were tried, convicted and executed in 1953 for revealing highly classified information to the Soviet Union.
Santos is told in St Louis that he should hit the town and get some of that fresh frozen custard. This is a reference to Ted Drewes Frozen Custard which is a St Louis local favorite.
Though Mars Bars were discontinued in the US between 2002 and 2010, the British Mars bar (a different candy) was still sold during this period, and would have been available to the sort of upscale household where Toby and his children would be likely to trick-or-treat.
Toby (Richard Schiff) meets with the U.S. Attorney in a building identified as the U.S. Attorney's Office, but the building pictured is not the U.S. Attorney's Office.