[Rory walks over to the window, stretching the phone cord across the diner]
LUKE: Hey, watch it.
LORELAI: Yeah, duck Harvey.
A reference to the 1950 comedy-drama film Harvey, directed by Henry Koster, and based on the 1944 play of the same name by Mary Chase. James Stewart stars as an eccentric man who has a six foot three and a half invisible white rabbit as a best friend, named Harvey. He explains during the film that Harvey is a pooka, a mischievous but benign creature from Celtic mythology.
Harvey was financially successful, and received warm praise from critics for its charm, whimsy, and Stewart’s excellent performance. It was first released on video in 1990.
When Luke calls out in alarm about Rory stretching the phone cord across the diner, Lorelai quips, “Duck, Harvey”, because the diner is empty, and the only person who could be endangered by it must be the invisible Harvey.
The Annotated Gilmore Girls 