At about 5:40, Jimmy says he thought his toys had gone to starving African children and Burt reveals they had actually been stolen and Jimmy asks "You're telling me no one's starving in Africa?" prompting Burt to indicate there aren't any starving people in Africa. This is very similar to a joke from the episode "Orphan Earl" on another Greg Garcia show, My Name Is Earl. In the episode, Earl dupes Randy into helping him con people out of their money by convincing him there are starving Africans, only to later reveal that there are "none".
When the hooker is pulled out of car to go gamble, her client that stumbles out of the car after her is Notch Johnson (aka Timothy Stack) from the TV show Son of the Beach. EDIT: He also plays a drunken parody of himself in Greg Garcia's previous comedy show, My Name is Earl, which is probably the character he's playing here, as he's seen in similar clothes and staggering down the street.
During the Hillary Clinton play, Jimmy is seen wearing a Bayside Tigers T-shirt. Bayside is the high school in the TV series Saved by the Bell (1989).