The Axeman (Danny Huston) uses the phrase "little death" AKA La petite mort (French) is an expression which means "the brief loss or weakening of consciousness" and in modern usage refers specifically to "the sensation of orgasm as likened to death".
In the boardroom scene where Fiona Goode (Jessica Lange) and Marie Laveau (Angela Bassett) meet with the Corporation, Fiona mentions that it took less effort to take down the company than it takes to mix herself a Rob Roy. Jessica Lange starred opposite Liam Neeson in Rob Roy (1995).
Evan Peters' tattoo on his hand is visible in some scenes.