When Leela states that she wants to hear how Fry's opera ends, this is a reference to the fact that this was the series finale.
The plot may be an allusion to Faust, though the idea of selling your soul to the devil for artistic talent is the basis of many stories.
This is one of the few times that Bender feels bad for another character, when Leela accidentally becomes deaf because of Bender's horn the devil gave him, Bender yells at the devil saying that "It's just mean!".
A plot hole in the episode is that robosexual marriage isn't legal so in effect Fry could've finished his opera.
When the Robot Devil spins the Wheel of Robots, the name "Lisa" can be seen for a brief moment. This might be a reference to Lisa Simpson from The Simpsons or it might be Lisa from Bender's hallucination in Obsoletely Fabulous, hinting that she is real.
At the start of the episode, it says "See You on Some Other Channel", possibly due to the fact that it was the last episode of Futurama bought by FOX.
After this episode Futurama entered hiatus due to FOX not having an interest in the show.
On Adult Swim this episode was rated TV-PG-V, while in local syndication it's rated TV-14-DV.
This episode is the second time Fry plays the Holophoner.