Whoever has not read the whole story yet should not continue to read this! The meaning of the movie posters in above mentioned episodes is anticipating the dramatic climax of the finale.

The Invisible Man (USA 1933) with Claude Rains -> more info

The only movie which didn't have a deeper meaning, but which only related to the present scene. Since Death is some sort of an Invisible Man to anyone but the Maiden, he doesn't have to buy a ticket.

The Phantom of the Opera (USA 1925) with Lon Chaney -> more info

Here on the other hand, are loads of hints!
First of all, the catastrophy of the finale takes place in a theatre (and if you look VERY close, you'll see a little lyra on the rooftop of the theatre building - another tiny reference to the Phantom).
Secondly, the costume of Death, of course. There is one simple reason why I made him wear a costume: The following dancing scene would have been much less impressive / romantic had Death kept his boring old cowl on. Also, Death changes his looks during the dance into a spookier, darker appearance, which is already indicated by the black cape.
Thirdly, in the novel as well as in the movie, the Phantom wants to blow up the opera house by igniting a big amount of explosives he has stored in the cellar. Which is the origin of my tragedy as well (although it is not dynamite that causes the mayhem).

The Masque of the Red Death (USA 1964) with Vincent Price-> more info

Another hint to Phantom of the Opera, actually. Both in the novel and in the movie, there's a big masked ball (!) taking place, at which the Phantom appears disguised as Red Death. In case of Death & Maiden, it is reversed - Death disguises himself as the Phantom!

Aside from that, Masque of the Red Death is a great Corman movie, and I love Vincent Price! :-)

The Ghost and Mrs. Muir (USA 1947) with Rex Harrison-> more info

This is one of the few movies that make me cry for hours every time I watch them. Which is the reason why I hardly ever do so, because only thinking about it makes my eyes fill with tears! Even though it is mostly a funny and romantic movie, the last 10 Minutes are so heart rending, that I wouldn't call it a comedy by any means.

The connection to D&M is the basic construction. As I said - mainly funny, but taking a severe twist at the end. The movie is much more dramatic, of course, but in consequence also happier - because those two finally get together!

There is actually another movie poster appearing in episode 131, but you can only see one tiny bit of it - so not even the greatest movie buff would be able to identify it. I originally wanted to show it here along with the others, but then it occured to me that it might take away a little too much of the end of Death & Maiden, part 2, and of course, I don't want to ruin the suspense!

Episode 135:

Why could the guard actually see Death? And the people down in the disco cellar?

The answer is that all of them were very close to death, and not so much in the physical meaning, but in the empirical one. The fire started in the cellar of the theatre, so naturally most victims were to be found there. And since the security guy could also see Death, we have to assume that he died a little later in the flames as well.

Episode 143:

Some people may ask now where she's got the gun from. Find the answer here! And yes, the gun was hidden in her handbag all the while.

About her red eyes - it was Death who caused it. The red eyes as well as the iridescent light that surrounds her both symbolize the maiden's incapability of apprehending her surroundings. Neither was she aware of what actually happened in the cellar (the outbreak of the fire), nor that she had been injured as well.
After the red of her eyes has faded away, the bruises on her face and body become visible. And THIS is the only reason why she doesn't shoot her unfaithful boyfriend - she notices the scratches on her hands and wonders where they come from.

Epilogue:

Just in case someone has got problems with this one:
Death has finally achieved that the maiden has lost her confidence in him, and therefore the ability to see him. To remind you: She could see him all by herself for a while, even though Death did not concentrate on her. This was because of her emotional bond to Death.

The scene that is pictured here shows the Maiden moving out of the appartment she shared with her boyfriend. One can assume that this step is final, since she's even taking her plants along with her.