The DJ Wolfman Jack holds great significance for the characters, and every radio is tuned to his station. When Curt goes to the radio station to talk to him, "Crying in the Chapel" by Sonny Till & the Orioles is playing. This is the only non-secular song in the entire soundtrack, and its subject matter and placement underscore the godlike status that the characters attribute to the Wolfman. In this light, Curt's trip to see the Wolfman at the radio station takes on the same meaning as a pilgrimage to a deity's shrine.
The Wolfman's comment "that's just a dedication, man; what I can do is I relay it, it'll be on tomorrow or Tuesday" suggests that the current day is Sunday, which also figures into this quasi-religious aspect since Sunday is the usual day for church services.
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Until the end of the movie, Bob Falfa is always wearing a hat, and he displays an arrogant confidence that he's faster than Milner. The two features are connected: Falfa's hat acts as a sort of victor's crown representing a status that he doesn't really deserve. Falfa loses the race with Milner when he crashes, and it's in this crash that he's de-crowned. After Milner helps him stumble away from his wrecked car, he's left merely holding his hat:
