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5. There's A Joke About Matthew Vaughn's Fancy Heritage
After XXXX makes contact with con-men Cody (Dexter Fletcher) and Tiptoes (Steve John Shepherd) in the first act of the movie, Cody explains that Tiptoes is pretending to be the Earl of Oxford while chatting-up a group of American girls in the club.
This might seem like a totally throwaway, inconsequential joke, except that it's actually a reference to director Matthew Vaughn, who is himself a descendent of Edward Harley, third Earl of Oxford and Mortimer.
The name Vaughn, however, comes from the fact that as a child he grew up believing his father to be the legendary late actor Robert Vaughn, before a paternity test proved otherwise.