SNAFU is the acronym for the military expression "Situation Normal: All Fucked Up." The expression was coined by U.S. Army troops during World War II. Over time, it has come to be an observation that things are bad, and they've always been bad, and the best thing to do is to focus on making it through the day.
There is a flashback along the timeline, but since the Machine is, for the moment, unable to differentiate the past from the present, the moment is designated as "Day R", with the letter 'R' displayed in "Blackboard bold" (a.k.a. "double struck") typeface style, because that is the convention used in Mathematics to denote the set of Real numbers. Real numbers can, of course, be thought of as points on an infinitely long number line. And the Machine is unable to pinpoint the flashback moment's place on the timeline.
Tulsa, OK is mentioned for the third time in the series when it is stated that Laurie Granger is from Tulsa. It was previously mentioned in Root Path (2014), when Root accesses a nuclear power plant in Tulsa and in Death Benefit (2014), when Reese's Secret Service alias was from Tulsa.
In the theatre scene when Finch says "something is rotten in Denmark" he's referencing famous Shakespeare play "Hamlet", also known as "The Tragedy of Hamlet, Prince of Denmark".
On Fusco's cell phone message, he calls himself "The Fusconator."