Frasier: Niles, I would shave my head for you.
Niles: A gesture which becomes less significant with each passing year.
When Bulldog calls up Frasier and asks him if he can sing a bit, Frasier stars singing the Gilbert and Sullivan song "Three Little Maids from School" which of course leads to great embarrassment. In the episode "Cape Fear" from The Simpsons, Kelsey Grammar guest stars as Sideshow Bob and also has bad luck with Gilbert and Sullivan music. Bob gets badly injured after the family sings the Three Little Maids song. Later he is asked to sing the score from the HMS Pinafore and it foils his plan. See more...
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Continuity: Across the show, Marty is supposed to be about 21 years older than Frasier (he turns 65 in season 5). There are at least two problems with his age - Frasier is supposed to have been born in March 1952 and in Season 5 (Roz and the Schnoz) Marty mentions going on shore leave as a single guy in 1952. Even if he was confused about the year, Frasier didn't call him on it. He must have done just a short stint in Korea as he was already a cop when he met Frasier's mother - they met at a murder scene, and he must have been 20 years old at the most. She was already a full fledged psychiatrist.
Continuity: Frasier is based on the character originally created on Cheers. In Fraiser, he lives with his father who is a retired police man. On Cheers, Frasier once mentioned his father was a scientist. It's also worth noting that in one episode of Cheers, John Mahoney, who was to later play Frasier's dad, turns up as a pianist. Frasier also said on Cheers that his father was dead. When Ted Danson made a guest appearance on Frasier, Frasier admitted that he had lied about his father since the two had been arguing so much.
Continuity: Near the end of the show, when Roz is telling Frasier about Lupe Velez, the wall clock in her booth shows the time to be 3:45. About 5 minutes pass, although the story only takes a couple of minutes, and there is no other action in the scene. The clock actually goes backward after that, showing 3:50 and then about 3:48 in the next shot.