A Mythology Gag is a sort of Meta-Continuity Nod, wherein a reference to some facet of a show's mythology or past production history (which is not actually considered Canon in the context of the show) is made. This trope is usually taken largely as a bit of gratuitous humor, since if the program you're watching is "real" then the characters shouldn't be thinking in terms of any continuity, alternate or otherwise. (Sometimes this will be hilariously lampshaded by the characters, who wonder how they could possibly know such a thing. Also, the Celebrity Paradox might come into play.)