In a radio interview, director Nick Park said that Wallace's references to Wensleydale cheese in this film unintentionally saved a small British cheese-maker from bankruptcy. Interest in the cheese was sparked by the film, and one of the few makers of Wensleydale suddenly found itself with numerous requests for it, thereby saving it from financial ruin.
When Gromit is sitting in jail, "Feathers was 'ere" is written on the cell wall behind him. Feathers McGraw was the villain of Wallace & Gromit: The Wrong Trousers (1993).
When Gromit is reading the newspaper, one of the headlines says "Killer Dog On Loose. Lord Baskerville Not Connected." This is a reference to the Sherlock Holmes story, The Hound of the Baskervilles.
The debut of Shaun the Sheep (2007), who would get his own animated spin-off. Wallace naming him Shaun is a play on the word 'shorn', when sheep get their fleece sheared.
The very first Wallace and Gromit film where Wallace is not the only one who talks.