Not as far as I can remember. Yes, there was a lot of Japanese visual references (the hot springs, the ramen, and so forth), but the only thing I can recall that might cause localization difficulties in terms of the actual potential English script would be the one pun in episode 6, where (IIRC) Mujoe calls out Shirobon for a duel, but Shout mishears him as saying that he's going to marry Shirobon (duel = "kettou suru", marriage = "kekkou suru"). There may be a few more I'm not remembering, but all in all, half an episode of Gintama contains more Japanese pop culture references than all 52 episodes of BMJ, or most series for that matter.