According to this interview, season 2 of Legion would have costumes/locations from the X-Men comics. I am not familiar with the comics.
What costumes/locations have shown up? There are only 2 episodes left.
I'm not sure if the interview means that quite as literally, as one could take it, but the following are some X-Men Easter Eggs from the second season (so far).
Here are some links to some sources: https://www.gamespot.com/gallery/all-the-x-men-easter-eggs-and-references-in-legion/2900-1957/
NOTE: If I find or remember more, I will comeback and update.
Addiitonal X-Men Stuff:
Some of these easter eggs, including a lot of beautifully filmed desert scenes, such as The Shadow King and David & Syd searching for his body, also adds up to referencing the Age of Apocalypse storyline (and by extension the X-Men film, Apocalypse),as the Shadow King, being from Egypt and being as old as the dawn of man, becomes an agent of the character Apocalypse, who is then used to hunt down other telepaths. This storyline also includes Domino.
In addition, besides figuring into one backstory of Professor X, the Shadow King also (in the comics) figures into the backstory of the character Storm. Storm is a character whose power is shown by a change in her eyes. During Legion's second season (2.05) The Shadow King takes Lenny Busker up on her request to require a new a body, in which he
exorcizes David's sister Amy's conscious from her body.
The results are that Lenny looks like herself, except she has that character's eyes! In episode 2.09 the character goes to out to use her new body, and there is a song by Nicolas Jaar titled, Space is Only Noise If You Can See with lyrics, "You used to check the weather, now you stopped that". Storm's powers are about summoning thunderstorms and using their electrical power. This episode also features a couple of "electric" themes,
from an electric sign and place called The Blue Octopus and a blue vintage car teleporting from the Blue Octopus parking lot to the desert.
Although it's true Legion has nautical themes/motifs in which the Blue Octopus fits into, the word Octopus has similar letters and sounds to the word apocalypse AND one plot feautures an end of the world scenario seemingly coming from a character from the future of the current timeline, taking to a couple of the main legion characters to try and change said future.