"Itchy & Scratchy in Dogday Hellody of 1933" is a spoof of The Broadway Melody (1929). The Itchy & Scratchy version features Edward G. Robinson from Little Caesar (1931) (anachronistically firing an M16, which wasn't developed until the 1960s); Will Rogers (with lasso, paraphrasing his famous saying, "I never met a man I didn't like"); 'W.C. Fields' ("A little hair of the dog that bit me", referring to the practice of drinking alcohol as a treatment for hangover); Harpo Marx; and Bing Crosby.
The episode title is a reference to the song, "(How Much Is) That Doggie in the Window?", written by Bob Merrill in 1952.