Shaun tells Liz that he's going to take her to "the place that does all the fish". When he opens the phone book you can see that the restaurant is literally called 'The Place That Does All the Fish'.
When asked by an interviewer why they chose to have slow moving zombies instead of running zombies, Simon Pegg simply replied, "Because death is not an energy drink."
Just when Shaun is exiting the Indian-run deli, which is tuned to a radio station playing songs from Indian movies, the song stops and a newscaster begins speaking in Hindi. The content of the news, when translated in English, is, "People are waking up from their graves."
When Shaun and the group are running out of Liz's flat they are all carrying weapons of some kind, but only Shaun actually hits any zombies. This was because only the cricket bat that Shaun was carrying was a padded fake, all the other items were real and would have hurt the extras playing zombies if they had been hit with them.
Near the beginning of the film, when Ed is playing on the Playstation 2, Shaun directs him ('top left, reload, good shot etc.). When the gang are in the Winchester pub and Shaun is firing at the zombies, Ed repeats exactly what Shaun instructed him to do during Time Splitters 2.
According to writer-director Edgar Wright in the DVD commentary, when Ed attempts to cheer Shaun up at the Winchester with plans of binge drinking, he is actually summarizing the events of the next day (Z-day) entirely in drinking references. "Bloody Mary" - Checkout Girl, "Bite at the king's head" - Phillip, "Couple" - David and Di, "Little Princess" - Liz, "Stagger back" - impersonate zombies, "Bar For Shots" - firing rifle.