BioShock Infinite is filled with a surprising number of easter eggs, many of which are—for a fact!—explained in the game's lore despite how out-of-place they may seem at first. It's rare enough that a game bothers to explain its easter eggs, but to do so in a way that'll get the hairs on the back of your neck to stand is truly a feat that no other game has even come close to doing.
In any case, BioShock Infinite has loads of them. Here's some of the ones we've managed to find thus far. Consider this a work-in-progress.
1999 Mode
As we detailed in our previous post [here], entering the Konami Code (up up down down left right left right B A) will unlock what Irrational Games calls 1999 Mode, a super hardcore mode for the game.
Other Guides: BioShock Infinite Walkthrough | Vigor Locations Guide | Vigor Combinations Guide | Collectibles Guide
The Wrench from BioShock
Remember this one? It's the first weapon you pick up in BioShock.
Tears for Fears' Everybody Wants to Rule the World
This particular song plays on the radio in BioShock Infinite. It's "Everybody Wants to Rule the World" by Tears for Fears.
BioShock's Delays
Elizabeth makes a quip about how a certain game was delayed three times—an obvious reference to the game you're playing.
Cyndi Lauper's Girls Just Wanna Have Fun
A familiar song plays when you're in Battleship Bay.
The Beach Boys' God Only Knows
This barbershop quartet can be heard singing this song by the Beach Boys. It's when I first heard it that I knew there was something special about this game.
You might be wondering why we haven't included "Wounded Knee" in her as a reference to Skyrim. Well, the reason for that is because it simply isn't. Wounded Knee refers to an infamous event in which the U.S. 7th Cavalry Regiment murdered hundreds of Lakota civilians. It was also the last battle of the American Indian Wars. The battle is referred to the plot of BioShock Infinite and carries no small amount of significance to the game's protagonist.