The House on the Rock is a real tourist attraction. Since the publication of the book and the subsequent release of this series, it has enjoyed a surge of popularity, as have many of the "real world" locations visited by Shadow and the gods.
The only episode of the series to have been written by the novel's author, Neil Gaiman.
Argus (the surveillance system Mr. World hijacks) was a servant of Hera in Greek mythology who was said to have a hundred eyes. After his death, Hera gave his eyes to her beloved peacock, who wore them proudly on his tail ever after