Season 1, Episode 16. Louise quotes  "Hell hath no fury".

Season 2, Episode 13. Mentioned during Jess and Rory's conversation on the bridge.  Rory agrees to read the painful Ernest Hemingway if Jess will try Ayn Rand. Whilst they both agree she was a “political nut”, Rory states that “nobody could write a 40-page monologue like she could.” 
Season 5, Episode 16. To settle her debate with Logan about Ernest and Hadley, Rory consults this.

Season 2, Episode 4.  Rory sits reading this on the sofa at her grandmother’s house whilst her mother and grandmother bicker about the gift that Emily bought her for her wedding. 

Season 5, Episode 12.  Rory and Logan have a conversation at the pub after he mentions his dad's newspaper soiree: "How can meeting Seymour Hersh be boring? I love him. I read "My Lai Four" when I was twelve and I’ve been obsessed with him ever since."

 Season 1, Episode 3. Richard recommends the book to Rory.

 A Year In The Life - Fall. 

Season 5, Episode 6.  Lorelai notes that Rory read this as a child.