The double rainbow is courtesy of special effects. In a true double, the colors in the second rainbow are in reverse sequence from the first.
The song that Harold sings as he jogs off was played in the 50s diner that Monk took the Captain's kids to in Mr. Monk and the Captain's Wife (2004)(#2.14).
The bird seen at the end of the episode is a black-throated magpie-jay.
The line "jump and a net will appear" that was used by the hypnotherapist was taken from Mr. Monk, Private Eye (2006). It was a quote from Natalie's grandfather and founder of the Davenport Toothpaste company.
At the crime scene, the camera shows the awning of a store called "Indiana Joan's".