Life Imitates Art: the production office received numerous phone-calls from would-be gamblers who wished to stay at their fictional casino, seeming not to realise that it didn't actually exist. Las Vegas cab drivers faced many similar requests.
After the power cut in the episode "The Night the Lights Went Out in Vegas" the Bellagio hotel lost its' electricity supply in reality just a few months later.
Recycled Set: Since location shooting turned out to be a pain, huge, expensive sets were constructed in LA for the show to use; as a result, they tended to pop up in other shows, including Heroes and Monk.