Archer is tortured in the dreaded Lubyanka in the same manner as his training exercise that opened the series.
Malory threatens to have Pam flensed for her constant gossiping. Flensing is the process of removing the outer skin and blubber of a whale and separating it from the animal's meat. This also ties into her previous comment, "Pam, get your bloated carcass in here!"
There really is a Lubyanka Building in Moscow. It has been the location of an insurance company, a prison, and government agencies over its history. The Lubyanka originally was built in 1898 as the headquarters of the All-Russia Insurance Company. It is built on the exact spot where the headquarters of the Russian Empire's secret police used to be. The organization was founded in 1782 by Catherine the Great, the last Empress of the Russian Empire, and in a lot of ways is the first iteration of the KGB. After the October Revolution of 1917 (also called the Bolshevik Revolution), which marked the end of the Russian Empire and the birth of the Soviet Union, the Lubyanka was taken over by the new government and used as a headquarters for their secret police, the Cheka, which was a predecessor to the KGB. In 1920 a new level was added to the building and was used as a prison. This new level was at the top of the building, but as it had no windows, most prisoners assumed they were in the basement. When the Cheka was restructured into the KGB in 1954, they continued using the building as their headquarters, the KGB continued using the prison in the building for holding and interrogating high value prisoners. After the dissolution of the KGB in 1991 and the collapse of the Soviet Union the following year, the new government of the Russian Federation used the building as the headquarters of the Russian Border Guard Service. In April of 1995 the Federal Security Service of the Russian Federation (FSB) was formed, the principle security service of the new Russian government and the successor to the KGB and, in keeping with tradition the FSB, used the Lubyanka as their headquarters. A short time later, a KGB museum was opened in one wing of the building.
When Barry and Archer jump from fire escape to fire escape, they do the same run up as Robert Redford and Paul Newman in Butch Cassidy and the Sundance Kid.
When Archer is standing in the plane talking to himself and missing his jump window, the pilot says that with how late he jumped, he must have missed the drop zone by about 8 miles, though he was just guessing. The plane was a C-130, and they typically have a cruising velocity of 292 knots or 336 miles per hour (541 km/h). Archer was 28 seconds late in jumping, which means he missed the drop zone by about 2.6 miles.