During the scene in which Bender learns of his ability to take control over electronic appliances he takes control of an electric razor and threatens Fry with it. Fry responds to the threat by covering his armpits exclaiming "No, Winter is coming!", a reference to a term made popular by the HBO series "Game of Thrones" based on the A Song of Ice and Fire novel series by George R. R. Martin.
Fry decides that it's time to "bust the ghost" that's haunting him (Bender). He dials a number on a phone whilst commenting "All I know is that I've got a ghost that needs busting." to which Hermes responds "Who you gonna call?". An obvious reference to the Ghostbusters franchise.
After the séance to find out what ghost is haunting Fry, Hermes suggests that they should call in Reverend Preacherbot to exorcise Bender's ghost. In the scene that Reverend Preacherbot appears the famous "The Exorcist " movie theme plays, there's also a striking resemblance between the scene in the episode and the scene in the movie when Father Merrin comes to exorcise Regan MacNeil.
The title is a possible reference to "Ghost in the Machine", an episode of "The Transformers" wherein Starscream's ghost makes a deal with Unicron, Starscream rebuilds Unicron and Unicron returns Starscream to his robotic form
The phrase "Ghost in the Machine" goes back to Oxford Philosophy Professor Gilbert Ryle's criticism of classical Descartesisian mind/body dualism from the book "The Concept of Mind"(1949) Since then it has been used as an episode title for TV shows for "Bones" to "The X-files" as well as the second best selling album by the rock band The Police. (Futurama of course puts its own spin on the title.)