The surprise inclusion of Rick Astley is a reference to the phenomenon of "Rick-rolling", in which Astley's music videos are sprung upon unsuspecting people.
The Marching Royal Dukes from James Madison University in Harrisonburg Virginia, are the largest band to ever play in the Macy's Thanksgiving Day Parade. They numbered 475 at the time of the parade and were composed of students from 43 states and 13 countries.