Cecil is either a reverse boggart or a male Veela. Nobody’s really sure, as they are all too distracted by his beauty to try and study him too much.

Unapproved books aren’t allowed to be read because they link to other worlds, like in the Myst series. During the downfall of the D’ni, some people quickly wrote an Age to escape to. That Age was Night Vale; it’s so unstable because it was written so quickly. The hooded figures are the D’ni which managed to escape. They take infants, hoping to rebuild their civilization, and the books in the library are the Ages they managed to save. 

The bowling ball that accidentally rolled into the vast underground city in the pin retrieval area of lane five of the Desert Flower Bowling Alley and Arcade Fun complex did massive property damage to the strange spires and broad avenues. So yes, we will be hearing from them very soon. Or at least their attorneys. They’re not mounting an attack. They’re mounting a multi-million dollar lawsuit.

Cecil hates Steve Carlsberg because Steve uses the British pronunciation of his name (ceh-cil) rather than the American (cee-cil).

The desert sand around Night Vale is varying shades of purple, not yellow like normal sand. Desert Bluffs has red sand, though we are not sure it was that color originally.

Intern Dana is not much younger than Cecil, and she reminds him of himself when he was younger. Cecil has taken Dana under his wing, and favors her over other interns. This is evident by the fact that whenever other interns disappear, Cecil makes a short memorial/apology announcement to the interns family; with Dana, Cecil refused to believe she was really gone and continues to wish for her safe return despite the grim circumstances. 

Part of the reason Carlos was so aloof to Cecil in the beginning was that the constant violation of the laws of physics made him extremely frustrated. This frustration led to him focusing on work.Since he started dating Cecil, he’s found new ways to work off his frustrations. Sexy ways.

The hooded figures are angels that the city council has captured and bound in black cloaks. The reason that bad stuff happens when they show up is because they tend to show up when bad stuff is happening. They try and stop the events but the black cloaks stop their heavenly powers, This is why, when the council found out it was an angel that posted the poem in the dog park, they opened the gate in hopes they could capture more. The reason they steal babies is to take them from Night Vale for their protection.

Night Vale has access to the Spirit World from Avatar: the Last Airbender/Legend of Korra. The portal leading to it is in the Dog Park.

The unsupported Oak Door is connected to the Vail from the Department of Mysteries. Probably not connected in a way that one leads to the other, but that they pass through the same way.