The “Marco” episode also shows a woman who is horrified to discover that she didn’t sleep with Kevin Costner, but in fact she slept with Jimmy McGill. He convinced her that he was the big-time actor while they were drinking the night before, and this scene is a reference to a casual comment from season three of Breaking Bad.
While pitching yet another money-laundering strategy to Walt (this time it was laser tag), Saul says, “I once convinced a woman that I was Kevin Costner. And it worked because I believed it. It has nothing to do with the story,” he says.