There is a bioshock reference in trophy/achievement form on the playstation 4 and Xbox one versions of the game. It's called 'shocking biology' and all you have to do is kill an npc called Ryan Andrew.
A quest involving World War II soldiers is called "Band of Brothers." This is a reference to the miniseries Band of Brothers (2001), the title of which is itself a reference to a line from William Shakespeare's play "Henry V." The full line is "We few, we happy few, we band of brothers."
"Uncle Jack"'s real name is Jack Worthing. He's named after a character in Oscar Wilde's play "The Importance of Being Earnest."
The name of Arthur Hastings may be a reference to the recurring character of the same name from Agatha Christie's Poirot series.