The song that the young woman starts to sing throughout this episode (and which is sung in Spanish by a mariachi band over the closing credits) is "NYC" from the musical Annie. That the young woman is getting off a vintage Trailways bus the first time she starts to sing it is a parody of the section of "NYC" in which a character just named "Star-to-Be" sings, "NYC/Just got here this morning/Three bucks/Two bags/One me" - only instead of being an aspiring actress, the woman in this episode is an aspiring prostitute.
Tina Fey was nominated for an Emmy for Outstanding Lead Actress in a Comedy Series for this episode.
The name on the shopping bag, "Vattené", is Italian for "get out" or "go away."