The Divine Comedy (itself a reference, of course) - neil Hannon seems rather literarily obsessed:
Something for the weekend - the line "something in the woodshed" -> "Cold Comfort Farm" by Stella Gibbons)
Three Sisters - title -> Chekhov
The Secret Garden - title -> Frances Hodgson Burnett
Theme From Casanova (From the album Casanova) -> "The Story of my Life" Giacomo Casanova
Woman of the World - the whole lyric is about the character Holly Golightly -> "Breakfast at Tiffanys" by Truman Capote
In and Out of Paris and London - the "...far, far better..." bit from "A Tale of Two Cities" by Dickens
Charge - "cannon to the left, cannon to the right" -> "Charge of the Light Brigade by Tennyson
I'm sure he has others too...