In Big Surprise, there are several cuts from Alfred Hitchcock's The Birds (1963) interspersed throughout the episode - such as the crows gathering on and flying away from the jungle gym outside the Bodega Bay School.
In Professor Peabody's Last Lecture, each of the students' names corresponds to a horror genre writer. Mr. Lovecraft refers to H.P. Lovecraft, the creator of the Cthulu mythos to which the professor refers, Mr. Bloch to Robert Bloch, who wrote stores set in the Cthulu mythos but is probably better known to the general public as the author of the novel "Psycho" which was made into the classic Alfred Hitchcock film of the same name and Mr. Derleth refers to August Derleth, another writer of horror tales, but who is best known for preserving the stories of H.P. Lovecraft, by creating his own publishing house known as Arkham House (named after the mythical city of Arkham, Massachusetts, also referred to in the Professor's lecture, where a number of the Mythos stories took place) which reprinted all of Lovecraft's published stories and novels as well as several collections of his letters.
In "Professor Peabody's Last Lecture," in addition to the already-referenced shout-outs to Mythos authors H. P. Lovecraft, August Derleth, and Robert Bloch, the end credits show a character called "Miss Heald." Her part was apparently left on the cutting room floor, but this is a reference to Hazel Heald (1896-1961) another member of the Lovecraft Circle and occasional writing collaborator of Lovecraft himself.