Foyle tells Sam that when he retires he intends to go to America. Sam asks "Why?" Foyle replies that he has "unfinished business." Foyle is referring to Howard Paige, in the episode "Fifty Ships". Foyle promised Paige he would see him arrested after the war, for the murder of Richard Hunter.
The killing of over 2000 repatriated Russians in Odessa really occurred in 1945. Caucasians and Ukrainians were sent back to Russia, but the majority of those deported at Stalin's request were Cossacks. Estimates vary, but minimally tens of thousands were deported; some were civilians. Many ended up dying in frozen Siberia gulags. As in the story, many committed suicide rather than return. Three out of the 154 repatriated from Fort Dix, New Jersey killed themselves rather than go back. After Stalin's death in 1953 Khrushev pardoned the survivors.
Adam Wainwright tells Sam that he spent the war at Bletchley Park doing something like intelligence work. Bletchley Park was the code breaker facility where they eventually cracked all the German codes, especially the Enigma code. The folks at Bletchley were the nerd heroes of the war.
Adam tells Sam that he had served in army intelligence at a place called Bletchley. Bletchley Park was a country manor bought by the government during the war to handle code-breaking.
Foyle tells Sam that his future plans include going to America, "to take care of some unfinished business." This refers to the American businessman Howard Paige, who murdered a former partner in Britain and who Folye had promised to track down once the war was over. This took place in the episode, Fifty Ships (2003).