Natalie tells Monk she once saw a movie in which an alien didn't know he was an alien and who had bad headaches. Coincidentally, it starred Rip Torn who played Agent K in Men In Black, which also featured Tony Shalhoub.
Natalie mentions having seen a movie about an extraterrestrial who didn't know he was an extraterrestrial. Coincidentally, the film she describes stars both Gary Sinise and Tony Shalhoub.