Seems that this game has different game over screen refereces than Rosenkreuzstilette, here's the references by the way:

Opening Stage - Doraemon: the Revenge of Giga Zombie
Doils' Stage - Kid Icarus (I wonder what is the quote there)
Zorne's Stage - Hanjuku Eiyuu
Trauare's Stage - Crash 'n the Boys: Street Challenge (It quite fits the theme of her stage)
Luste's Stage - Karateka
Grolla's Stage - Uninvited
Sichte's Stage - The Quest of Ki
Liebea's Stage - Antartic Adventure
Schwer-Muta's Stage - Takeshi's Challenge (I also wonder the quote as well)
Pamela's Stage - Ys III: Wanders from Ys
Eifer's Stage - Street Fighter 2
Schirach's Stage - Ganbare! Daiku no Gen-san (The intro cutscene is used)
Refraktia's Stage - SD Gundam Gaiden - Lacroan' Heroes
Iris Stage 1 - Oishinbo
Iris Stage 2 - Sim City (SNES)
Iris Stage 3 - Atlantis no Nazo
Iris Stage 4 (Final Stage) - Mega Man X6

BONUS:
Grolla's Stage (Trial): Ghouls'n Ghosts