Brad (Damon Wayans Jr) and Max compare themselves to Murtaugh and Riggs from the Lethal Weapon movie franchise. Damon Wayons Jr's father, Damon Wayans later goes on to play Murtaugh in the TV show version of Lethal Weapon.
When Peter is running away from Brad outside the bar there's a subway station to his right. The show is set in Chicago, which has elevated trains. However, Chicago also has a subway, too.