"Venganza", the episode title, is Spanish for revenge.
The park and statue that Anna tells Callen about is likely the De Longpre Park, which has a statue honoring Rudolf Valentino (1895 to 1926). The statue was "presented for by his friends and admirers from every walk of life" (says the plaque by the statue).
The minor bag guy Oscar Mori (played by Darion Basco) takes the alias Sun Goku. This fact cracks up Eric (and, to a lesser extent, Nell) because that name is significant in anime. Son Goku is a fictional character and the star of the Dragon Ball manga series and serves as the main protagonist of the series. The character is based on Sun Wukong (known as Son Goku in Japan and Monkey King in the West), a main character in the classic Chinese novel Journey to the West (16th century), combined with influences from the Hong Kong martial arts films of Jackie Chan and Bruce Lee.