Lord of the Pit's icon resembles the Cross of St. Peter.
The wings granted by Lord of the Pit are identical to Azazel's wings.
The item is a reference to a 'Magic: The Gathering' card of the same name featuring a black-winged demonic creature on it, which is the appearance Isaac assumes upon picking up the item.
"The Lord of the Gap" is a name commonly given to Belphegor, the demon of sloth and invention.