There are far too many references to real-life culture, places, people and events in FFIX (and the whole FF series for that matter) to include here. Several years ago I listed quite a few here in this Forum, but that thread is long since dead so don't bother looking for it. FF Compendium at
http://www.ffcompendium.com/h/incross.shtml and
http://www.ffcompendium.com/h/excross.shtml has most of the well-known references (as well as a few not so well-known). However, a couple not mentioned:
Cid's wife, Lady Hilda Garde, was the name of a real-life historical figure. She lived around 1000AD in Bergen, Germany, and was an abbess, philosopher, scientist, visionary, artist and musician. She also was something of a mystic, who experienced visions and interpreted them as 'the breath of God'. Quite coincedental really, when Hilda in FFIX (and FFII for that matter) is shown to be a powerful sorceress.
The secret boss in Chocobo's Air Garden, Ozma, is probably an in-direct reference to the third book in L. Frank Baum's Wizard of Oz series - the third book entitled Ozma of Oz. However, if I remember correctly, Ozma was portrayed as a sorcerer in the novel and not some weird multicoloured sphere....
Two monsters in FFIX, the Bandersnatch and the Jabberwock, are taken from Lewis Carrol's stories Alice in Wonderland and Through the Looking Glass. The Bandersnatch is meant to be a huge, extremely fast, wolf-like beast, and the Jabberwock is portrayed in the story as a serpentine, winged dragon, making their FFIX counterparts quite accurate as to how Carrol invisioned them... (Incidentally, if you look closely the Jabberwock in FFIX is holding a book... intentional? Perhaps...)
There are more, but I can't quite remember them at the moment.