The images of the volcanic eruption on Mustafar was real-life footage of Mount Etna, which was erupting at the time of production. (Source)

In the opening sequence when the second Separatist ship is destroyed, a piece of debris flies into the clone Star Destroyer that shot it. That piece of debris is a kitchen sink. It was put in there by Industrial Light & Magic as a joke because someone said, "We're throwing everything in the sequence but the kitchen sink." (Source)

Episode VI was originally going to be called Revenge of the Jedi but was changed to Return as Lucas reasoned the Jedi don't "seek vengeance." The Sith, however ... they seek revenge. Lots of revenge. (Source)

The color palette of the movie was inspired by Mark Rothko, one of George Lucas' favorite artists. (Source)

George Lucas makes a cameo appearance during the opera scene. He is the blue-face being, named Baron Papanoida, whom you see outside Palpatine's box. It marks Lucas' first and only appearance in any of the Star Wars films; also in that scene is Lucas' daughter Amanda and her boyfriend. Lucas also reportedly provides the sound of General Grievous' coughing because he had a bad case of bronchitis during filming. (Source)