LORENZO
The moon shines bright. In such a night as this,
When the sweet wind did gently kiss the trees,
And they did make no noise- in such a night,
Troilus methinks mounted the Troyan walls,
And sigh'd his soul toward the Grecian tents,
Where Cressid lay that night.
JESSICA
In such a night
Did Thisby fearfully o'ertrip the dew,
And saw the lion's shadow ere himself,
And ran dismayed away.
LORENZO
In such a night
Stood Dido with a willow in her hand
Upon the wild sea-banks, and waft her love
To come again to Carthage.
JESSICA
In such a night
Medea gathered the enchanted herbs
That did renew old Aeson.
LORENZO
In such a night
Did Jessica steal from the wealthy Jew,
And with an unthrift love did run from Venice
As far as Belmont.
JESSICA
In such a night
Did young Lorenzo swear he lov'd her well,
Stealing her soul with many vows of faith,
And ne'er a true one.
LORENZO
In such a night
Did pretty Jessica, like a little shrew,
Slander her love, and he forgave it her.
JESSICA
I would out-night you, did no body come;
But, hark, I hear the footing of a man. (5.1.1)
Each of these allusions is to a love story that ended in betrayal or grief. It's a loaded set of references, especially when contrasted with the light, joking way Lorenzo and Jessica compare themselves to the lovers they've listed. Jessica doesn't seem to have dealt with the seriousness of what she's done: betraying her father and renouncing her past. Now she's entirely entrusted to Lorenzo's care. We hope that goes well for them.
Based on precedent, we think Shakespeare is making a clever little literary nod to the fact that sometimes love doesn't conquer all.