The Headless Cabbie is a reference to the Headless Horseman from The Legend of Sleepy Hollow.
The Tale of Monkey Cat is a reference to the infamous scene from the 1986 remake of The Fly where the main character uses a baboon and a cat for a teleportation experiment, which results in a freak accident with the animals becoming a deformed monster, which then attacks him before he killed the abomination with a metal pipe.
When Arnold asks Harold if he's ok after the headless cabbie story, Harold responds, "Easy squeezy Lemon peasy." This is a jumble of the phrase, "Easy peasy lemon squeezy", and the same phrase Harold and Mickey Kaline used when they were knocked out in Dangerous Lumber.