During the Russian refugees' visit to Downton, the Dowager Countess reveals that she visited Russia in 1874, for Grand Duchess Maria Alexandrovna's marriage to Prince Alfred, Queen Victoria's second son, as Lord Grantham was part of his entourage. Grand Duchess Maria was Tsar Alexander II's only daughter. Unlike many of her relatives, she survived the Revolution, but died in Switzerland soon afterward.
Spotted dick, the dessert Mrs. Patmore serves, is a uniquely English pudding made with suet and dried fruit, served with a custard sauce.
The painting shown to Cora is The Nativity, by Italian painter Piero Della Francesca (1415-1492).
While Cora is out with Mr. Bricker, she shares briefly about her first visit to London and how her family moved from Cincinnati, Ohio, to New York. Her father was Jewish, and the family money was "new". This part of Cora's background was originally going to be explored in Julian Fellowes' series The Gilded Age, but Fellowes opted to explore a completely new set of characters. It's possible that Cora became the new character Gladys Russell. It's still possible that Cora and the Levinsons will make an appearance in The Gilded Age in later seasons as Cora would only be 15 as of season 2.