The first time Jensen visits the police station, he has to access the Morgue, to investigate the body of an augmented Purity First member. There are multiple access points, including a sewers entrance, two entrances near the rear of the building, and the front door.
On the second visit to Detroit, the Police Station is no longer accessible.
Two detectives are talking about an 80's movie about a cop who gets shot up and is turned into a cyborg. If Jensen talks to one of them they go "Hey I think we were just talking about you!" The other detective's name is Alex Murphy. The conversation and Alex's name are in reference to the movie, RoboCop.
Another RoboCop reference can be found when you hack Detective Murphy's computer and the first e-mail mentions an Ellen, Jimmy, and Officer Lewis. In the RoboCop movies, Alex Murphy is partnered with Officer Anne Lewis. He is also married to Ellen Murphy and has a son named James.
On the first floor, there are several terminals with logins and passwords in reference to science fiction writers:
If citizen NPCs scream while Jensen is in the Detroit Police Station's lobby (usually caused by taking down cops on ground floor), when Jensen leave the Police Station all officers will turn to "alarmed", and in this case if Jensen exits from the front entrance, they are "hostile" now.
On the third floor, there is a detective named McCann, who seems to specialize in investigating disappearances and abductions, with questionable luck. Det. McCann is named after Level Designer Francois McCann. The missing people would later be referenced again and could be found aboard the ship in the Missing Link DLC.
In the basement, there is a terminal with username mpost and the password blues, a reference to the television series Hill Street Blues, which was set in a fictional city like Detroit and about the police there. The well-known theme song was written by Mike Post, hence the mpost username.
When sneaking into the room adjacent to the front desk, a window with blinds can be seen. The front desk area cannot be seen through this graphically opaque window, but if Jensen stands across the part of the window that has its blinds open, he will be seen regardless and the officers will turn "hostile".