Several concepts (The Yellow King, Carcosa etc.) are named in homage to The King in Yellow.
Cohle's line "L'Chaim, Fatass." is reference to a line uttered to The Kingpin by his former consigliere as last words in an issue of Daredevil by Brian Michael Bendis.
The Tuttle family name is a hint that they're all in this together. "All in this together" is a line from Brazil, as is the surname Tuttle.
Velcoro admits he isn't exactly Columbo. Frank later asks if he's supposed to wait for Velcoro to pull a "Rockford," referring to The Rockford Files.
There's a scene that takes place under a big ol' billboard for American Sniper.
Frank Semyon's plot to surreptitiously buy up land in order to profit when it is later bought by the government is a common one in Los Angeles noir stories, appearing in both Chinatown and L.A. Noire.
Velcoro's near-death experience has overtones of David Lynch, particularly Twin Peaks.
The subplot of a robbery having an effect on the main plot is similar to that of Blood's a Rover.
Season 4
In one of Annie Kowtok's pictures, she is wearing an Ariana Grande shirt. Apparently Leah used to be obsessed with her, and this gives Danvers an idea of how old the picture is.
One of the researchers at Tsalal is reading Blood Meridian.
In episode 3, Hank Prior threatens to accuse Danvers of pulling a "Mrs. Robinson" on his son Peter.