When Bayonetta says "Let's rock, baby!", she is making a reference to Dante from Devil May Cry, who says this in the intro of the first game.
Bayonetta has claimed to be fond of stuffed animals.
Bayonetta is voiced by veteran voice actress Hellena Schmied (a.k.a Hellena Taylor).
There has been constant talk, some to a comical degree, that she holds an uncanny resemblance to American J-Pop artist Angela Aki, as well as former Alaskan governor Sarah Palin.
Bayonetta's "Old" outfit is different from the other Umbra Witches. This is either because she was more powerful in training, because she was raised like a black sheep since she is a half-breed, or because of her rebellious personality.
When you unlock the Lost Chapter, Bayonetta makes a pose similar to Trish's in the Devil May Cry logo.
Bayonetta's story bears similarities to that of Nero from Devil May Cry 4. Both were manipulated by white-garbed men acting as the leaders of a seemingly holy religious group. After defeating their manipulators in battle, both were used to awaken a powerful, statuesque being regarded as a deity. Both were subsequently saved by a white-haired, red-clothed person they regarded as a rival, and both proceeded to destroy the entity they helped revive.
In a scene during Chapter III, Bayonetta surfs in a wave of lava on the back of a angel and says "Dancin'-a-go-go, baby!", which is a reference to Viewtiful Joe.
Bayonetta's watch contains the numbers 14111219. It represents the year/month/date of Bayonetta's birthday, which is December 19, 1411.
The opening scene of the game shows the Umbran Elder informing Father Balder and Bayonetta's mother of the punishments for their crimes, and she states that the "impure child" must be kept away from the dark arts of the Umbra Witches. However, as the daughter of both Umbra Witch and Lumen Sage, it can be assumed that Bayonetta had the capability to become either, though it is likely that Balder convinced her to become a witch so as to take the role of the Left Eye of the World, fueling her rebellious behavior against the elder witches. Another hint to her neutral potential is her ability to use "light speed" (the speciality of the Lumen Sages) during jump/react phases. (i.e. When she fights Jubileus, she is able to do unusual shifting jumps.)
Bayonetta's ribbons are shown to be extremely long, wrapped through her hair and hanging down; however, when she gives Cereza a ribbon to use for her Umbran Watch, it shows no sign of her hair falling loose or of the main ribbon being disturbed.
Bayonetta's ability to weave her black magic through her hair is probably a reference to an old European belief that women with long hair were more likely to be targeted by incubi, which later evolved into the idea that witches used their hair in magic.
When playing as Jeanne, her white outfit, similar to Bayonetta's black, can be unlocked as the "Formal" Couture Bullet. It can be assumed from this that Bayonetta's outfit is indeed a formal version of what an Umbra Witch would wear.
If you watch Bayonetta's shadow, you can see Madama Butterfly.
In the cutscene before fighting Fortitudo in the colosseum, Bayonetta says "Flock off, feather-face." In the first Devil May Cry, Dante says the same thing to Griffon before fighting him.
When in certain Boss Battles, Bayonetta's hair will unravel itself from her forearms and hang below her knees. In his commentary, Hideki Kamiya calls this her "Serious Mode" and mentions that this was one of the tested basic designs for the character, but was rejected because the hair would cloak the figure. During playthroughs, developers realized that Bayonetta has a hard time fighting big bosses with her usual attacks and thus, Serious Mode was born, where every attack creates a Wicked Weave; the older character design was then reused to spice the scene up.
Bayonetta's hair ribbons are covered in a demonic language; when translated, it reads 'Bayonetta' over and over again.
When in Beast Within form, a trail of black roses and skull-headed flowers are left wherever Bayonetta runs. This is seemingly a reference to Okami, where, depending on how fast Amaterasu is running, grass or flowers bloom in an identical manner.
Hideki Kamiya explains in an interview that he wanted a British accented voice actor for Bayonetta, because witches were more of an European myth.
December 19th of 2011 marked Bayonetta's six hundredth birthday.
In his commentary, Hideki Kamiya mentiones that at some point in development a teenage version of Bayonetta was present in the game, linked to an older version of Magic Gauge - the Gauge used to replenish with time, and if player would use up all the orbs, Bayonetta would morpth into this teenage version of herself. When the way Magic Gauge works was changed, teenage Bayo was dropped, too.
In the game, you can never see Bayonetta without her glasses. In one of the cut-scenes she does take them off, but her face remains off-camera. In his commentary, Hideki Kamiya mentiones that one of the developers once said: "For Bayonetta, her glasses are like her underwear: never let yourself be seen without them".
If Bayonetta shoots idly at a wall, she will start writing her initials and hearts with the bullets.
When Bayonetta draws on Luka's face, she draws the circle similar to that of Amaterasu from Okami on his forehead, along with whiskers and an animal mouth.