This episode marks Satan's last appearance for eight years, until the season 18 episode Freemium Isn't Free (2014).
The Catholics trying to stop the party by calling the fire marshals is a reference to the real-life early cancellation of a party attended by Biggie Smalls by the fire department which led to the shooting that caused his death.
At approximately 1 minute and 24 seconds you hear that "swoosh" sound effect that is notoriously known from the video game "Doom" (1993) and from the TV series "Millennium", just to mention another example.
Satan's party costume is the outfit that Britney Spears wore in her "Hit Me Baby One More Time" video.