In "The Eye and the Prime Object," the cartoon Isaac is watching in the beginning is To Build a Better Mousetrap (1999), an animated short by series co-creator Christopher Leone.
In the Lost Room Promo that aired on the SciFi Channel, it has a different child actress being lost in the room than was actually used in the mini-series.
During the first episode "The Key", Miller leaves his daughter with a child psychologist in a clinic. When he is leaving, you can hear a call for a "Doctor Sonny Gupta" via the speaker system of the clinic. "Doctor Sonny Gupta" is a character in Stephen King's Kingdom Hospital (2004), written by Stephen King and directed by Craig R. Baxley.
The name "Dr. Sonny Gupta" is also a pun on the name of Dr. Sanjay Gupta, a frequent on-air medical contributor of CNN.