Statler refers to the "Gonzo fiddles while George Burns" joke, which happened in George Burns' dressing room instead of on stage. Statler would not have been able to hear it from where he is seated.
The train in the "Chattanooga Choo-Choo" number is of a distinctly European design that would never have been used in Tennessee, or anywhere else in the United States.
Gonzo says the kangaroo he knew who could tell time kept a watch in "his" pouch. Only female kangaroos have pouches.