The scene where Yosemite Sam is yelling "Open the door! Open the door!" then, he says to the audience "You'll notice I didn't say Richard?" is a reference to the song "Open the Door, Richard" written by Dusty Fletcher and first performed by Louis Jordan.
When Bugs is selling tickets, you can see a poster for "Frizby the Magician", a reference to director Friz Freleng.
A scene often cut from broadcasts include Bugs dressed as an Indian scout, pointing Sam off the diving board. This was seen as offensive to Native Americans and cut. When the scene is shown, it's accompanied by the William Tell Overture, aka the Lone Ranger theme.
"Freep" has long been the slang term for the Detroit Free Press newspaper.
As the California gold rush opened up the American West, entertainment was offered to all the new arrivals. Most major settlements had at least one 'Opera' type palace, though the play bill was more like a Vaudeville production, as shown here.