Just before Dean hits him, the cupid is singing the same song Alastair was singing as Dean was getting ready to torture him in 4.16 On the Head of a Pin (2009). Cheek to cheek, by Irving Berlin.
Jensen Ackles also starred in a movie with the same name as the episode title My Bloody Valentine (2009).
James Otis's costume in this episode of Supernatural was the same on an episode of The X-Files: Season 8 Episode 19 Alone (2001).