Guido Fawkes was the name that failed rebel Guy Fawkes adopted while fighting for Catholic Spain.
The dialogue "The name's Fawkes, Guido Fawkes, but you can call me Guy." is both a usage of the James Bond introduction and another reference to Guy Fawkes. The ensuing dialogue is a reference to the South Park episode "Canada on Strike".
The dialogue "I'm celebrating, so I started a fire!" is a reference to Guy Fawkes Night.