Intertextuality is the shaping of a text's meaning by another text. Intertextuality is a literary device that creates an 'interrelationship between texts' and generates related understanding in separate works. These references are made to influence the reader and add layers of depth to a text, based on the reader’s prior knowledge and understanding.
In the Hot Fuzz and Family Guy clips meaning is only generated based on the required knowledge of the texts being referenced. This is intertextuaity at work.