LORELAI: Rory, this was a bad one, okay? This was not Nick and Nora, this was Sid and Nancy, and I’m not going in there.
Nick and Nora Charles (William Powell and Myrna Loy) are the protagonists of the 1934 comedy-mystery film, The Thin Man, based on the 1934 novel of the same name by Dashiell Hammett. They’re a wealthy married couple who enjoy drinking and flirtatious banter, with plenty of free time to solve mysteries. It was the first time in a Hollywood film a married couple were shown still able to enjoy sex, romance, and adventure together. The film was such a success, it spawned five sequels, and in the 1950s was made into a television series starring Peter Lawford and Phyllis Kirk.
Sid and Nancy is a 1986 British biographical film, starring Gary Oldman and Chloe Webb in the title roles. The film examines the destructive drug-fuelled relationship between Sid Vicious, the bassist for British punk band The Sex Pistols, and his American girlfriend, Nancy Spungen, which ended in tragedy when Sid stabbed Nancy, either accidentally or deliberately.
Lorelai is saying that she and Luke weren’t just having their usual comic flirting, but actually went for each other with a genuine intention to hurt each other emotionally. She clearly sees herself as the main victim in their interchange, and this is the origin of this episode’s title.