Gandalf Makes an Appearance?
When Harry is sent up to Dumbledore's office after Justin and Nearly Headless Nick are petrified, look at the portraits of past headmasters on the walls. On the farthest to the right, right above the door when Harry first enters, is a picture of Lord of the Rings' Gandalf!
Harry Pooter Books Appear in Diagon Alley
As Harry and Hagrid are going from Knockturn Alley to Diagon Alley as Harry has gone the wrong way through the Floo system, they pass a bookshop. If you look closely enough, you'll see the first four Harry Potter books in the window.