An ally of Duke named Jenkins is instructed by Dylan to escort Duke to the Duke Burger, foolishly Jenkins runs across a bridge, whilst running across the bridge Jenkins is killed by an explosion caused by an Alien aircraft, Duke says "Damn it Leroy!" after witnessing his death.
During the second episode of the fourth season, Dr. Lee makes another reference to World of Warcraft, this time comparing a planet in the Pegasus galaxy that he and :Samantha Carter had gated to before to Elwynn Forest.
In the 10th episode of the third season they discuss the "silent passion" WoW. (Video)
In the pilot episode you see Howard Wolowitz play WoW for a short period of time. (Video)
In the 3rd episode of season 4, Howard tells Penny the reason he and Bernadette broke up is that she caught him doing the "cybernasty" with another player named "Lucinda the Troll" under the bridge of souls (Video). The Bridge of souls is a location within Auchenai Crypts (although you cannot go under it)
In one episode, Earl and Randy have an angry mob of people waiting outside targeting Randy's "little brother". In defense of him, Randy said he always wanted to fight 30 people at once and charged into the mob while screaming "LEEEROOOOOYYY NNNJEEEENKIIIINS!"