Richard O'Brien's character "Mrs. Froy" is a reference to Alfred Hitchcock's character "Miss Froy". She was originally introduced in the 1938 film 'The Lady Vanishes'.
The character names of Gutman (Constantine Gregory) and Cairo (Jo Marr) are direct homages to those played by Sydney Greenstreet and Peter Lorre in The Maltese Falcon (1941).
After Chloe chops off the head of the dead man's body and her face is covered with blood, she has one little splatter that is shaped like a heart. Methinks this is not an accident.
The Christmas package holding the box moves between scenes. When Steve Zahn first removes the box the package is on the floor, the camera switches to a long shot, we see the package back on the man's lap and so forth throughout the scene of everyone picking up and looking into the box.
When the train is stopped by the police - during the whole time the policeman checks the passenger list - the filming inside the train is accompanied by train wheel sounds, suggesting it is moving (actually quite fast).
Miles: There's no vote! No democracy! My train is a damn dictatorship, and I'm the damn dictator! So put down that knife, cleaver, or whatever hell you call it - and return to your damn seat! And your damn senses!