On many of the walls you will find "If there is a God, then why has he let me die", which is an exact quote from the song "Hallowed Be Thy Name" by Iron Maiden. Also, on two walls near the beginning of the game, the words "This is a world that has gone very wrong for me", which is also from the same song ("In a world that has gone very wrong for me"). This is difficult to read because its written in smeared blood.
When you are in the abandoned World War II bunker, you will encounter a desk with three phones. Two of them are are green and the other is red. Pick up the red phone first and you will hear the a girl's voice say "You will die in seven days" Also, in Chapter 15 (An Eye For An Eye Makes The World Blind), as you come from a staircase with two small Slayers and one large Slayer, you will find yourself in a small room with white walls and a few dead COs on the walls. There will be a phone next to the door you need to go through. Pick it up, and one of the Inferna Girls (the small girls in the pink nightgowns) will say, "You will die, in seven days"
After you leave the Asylum where you do all the tasks with Doctor Killjoy, you will be in an area which has what appears to be a nine-step staircase. Walk up it and follow the wall. Sou should run into an opening that has walls made of some type of vegetation. You will hallucinate and see images of your children. As you follow them, they will run down one way. While continuing to follow them you will encounter a corpse that is sitting up against the vegetation wall, with an axe laying beside him. This is a reference to The Shining, where Jack Nicholson is chasing his son through the labyrinth and dies against one of the walls inside. Note: The Shining was also mentioned in the game's bonus material.
There are two references to a song by the band Tool called "Ticks and Leeches." Early in the game look closely at one of the walls. You will see the words "Ticks & Leeches" which references the song. This is not a coincidence, as later in the game, about where the Noosemen appear, written on the wall are the words "Suck Me Dry," which is a phrase constantly repeated in the song. Also, the phrase "I hope you choke" or "I hope you choke on this" can be found written on a wall some time before the gun fight with the guards and the man with the gun turret. This is also part of that song.