Philadelphia is actually Downtown Los Angeles. The location where Jim (John Krasinski) is dropped off to meet Dr. J is the Los Angeles Athletic Club on West 7th between Hill and Olive Streets.
When Darryl brings the other staff down to the warehouse, he reiterates the rule not to play with the baler. This is referencing to previous times when Michael (and other office staff) tries to play with the baler. Kevin later ignored that rule and got the baler stuck.
In the beginning of the episode Jim, Kevin, and Darryl are seen speaking about the 2012-2013 NBA season. Jim talks about the possibility of the 76ers making the playoffs as a five seed. In reality they finished 34-48 and just missed the playoffs. Jim also mentions Andrew Bynum who the 76ers made a major multi-team trade to acquire however Bynum injured his foot bowling and never played a game for the 76ers.