The movie, Pierrot Le Fou, was referenced a couple of times in this episode. The most obvious being the english dub title of this episode, "Pierrot Le Fou". The character in the movie Pierrot Le Fou, Tongpu, was nicknamed "Mad Pierrot", the same nickname as Pierrot in this episode.
Mad Pierrot's character design was shaped after DC comic villians The Joker and The Penguin.
In this episode Mad Peirrot seems apprehensive about Spike. The cause of this is actually Spike's artificial eye that we catch a glimpse of in Sympathy for the Devil. The light reflecting off of this artificial eye reminds the crazed killer of a cat eye, something he terribly fears.