At the end of the movie, you can see that the sign indicating the name of the ship with the antagonist cargo aboard, is "Mal De Mer" which, when translated from Madagascar's official language of French, means "Seasickness".
When the monkeys are dressed up they go by the name 'King of Versailles'; the actual King of Versailles was Louie XVI, infamously married to Marie Antoinette. The license plate of the penguins' car reads EAT CAKE, a quote of Antoinette's.
In the casino, to turn the lights off Julian pulls the power switch downwards. When Mort takes the switch while Julian dances, he pushes down for the lights to come on and up for them to go off.
In the casino Skipper looks through the periscope and says "I say we let it ride" and pushes the periscope up. A few seconds later the camera looks up at the chimp carrying the second chimp; and the periscope is nowhere to be seen.