The film Shadow remembers is Houdini, a very hollywood take on the life story of Harry Houdini.
Tony Curtis uses the technique Shadow employs when one of his stage tricks goes wrong. This is one of several Houdini references throughout the novel foreshadowing Shadow's near fate.
Indigo Girls are a folk-rock duo from America.
Closer to Fine by the Indigo Girls.
White roses, in the language of flowers, symbolise eternal love, silence, wistfulness, purity and secrecy, among other things. Perhaps an intentional symbol of Shadow's feelings towards Sam.