Besides the obvious reference to Jane Austen's "Pride and Prejudice" referencing how Rosamund Pike played Jane, Neil Patrick Harris's character in this film is named Mr. Collings, which is very similar to Mr. Collins of "Pride and Prejudice. "
During the scene in which Nick Dunne drives his father back to the retirement home, "Don't Fear The Reaper" by Blue Oyster Cult plays on the car radio. This ubiquitous song was also featured in "Halloween" in the scene in which Annie is driving with Laurie, and a cover version of the song was used in the movie "Scream" when Billy enters Sidney's bedroom through the window.
When Nick is playing the board game "Game of Life" with Margo, he lands on the marriage block and adds the wife peg to his car. He then hands off to Margo for her turn, neglecting that in the rules for the game one makes another "honeymoon" spin immediately after getting married.
When the FBI checked the surveillance tapes from Desi's summer house, even if she managed to evade the cameras during her stay, they should have noticed that she arrived with Desi at the house with her consent and wasn't tied up, since she didn't know of the surveillance cameras at that time.
Nick Dunne: [Opening lines]
When I think of my wife, I always think of the back of her head. I picture cracking her lovely skull, unspooling her brain, trying to get answers. The primal questions of a marriage: What are you thinking? How are you feeling? What have we done to each other? What will we do?