Just wanted to put in another plug for Jess Nevins' extremely useful set of annotations to 1602, vol. 1.
They not only explain many of Gaiman's "jokes" about the Marvel Universe characters' analogous selves, but also many of the historical references.
Looks like it's too popular. Try again at the top of the hour.
Here is a link to a site that mirrors Nevins' annotations.
1602 annotations
Is the upcoming movie
Constantine
based on the character in the Sandman novels?
Well, he has his own series, which Neil stole him from, but yeah...
Eee! Who's playing John Constantine? Has that been decided yet?
Starring KEANU REEVES!!!!
He's no longer British -- blessing or curse?
Keanu. Playing Constantine.
Kill me.