A reference is made to James Barr, a character central to the plot of another Reacher novel, 'One Shot' (which was used as the basis for the earlier film adaptation of the character played by Tom Cruise). Reacher says he "ran into Barr in Indiana last year," suggesting that the events of that novel took place between seasons one and two.
The airplane fuel plot Dixon uncovers bears a striking resemblance to the plot of 'Nothing To Lose,' the novel which was released immediately after 'Bad Luck and Trouble,' on which this season was based.
In this episode, Reacher and his team visit the fictional Lucky Lounge in Atlantic City, NJ. The actual bar/building used is located at 4946 Dundas St W, Etobicoke, ON M9A 1B7, Canada. The bar, which in real life was called the Fox and Fiddle, was decorated on the inside and out to act as the Lucky Lounge. According to Google, the Fox and Fiddle is permanently closed.
The title is a play on "What happens in Vegas stays in Vegas." Fittingly, in the source novel, the Atlantic City scenes actually took place in Las Vegas.