The countdown audio leading up to Commissioner Igoe's descent (1:10 into the movie) and up to Mulligan's descent (near the end of the movie) is the actual audio from the countdown of the launch of Apollo 11, in 1969.
In one of the early shots of the Chicago skyline the Ryugyong Hotel was added. The Ryugyong Hotel isn't in Chicago, it's in Pyongyang, North Korea. It was started in 1987 and still sits unfinished. It's in the Guinness Book of World Records as the tallest unused building.
Machine Gun Kelly sustained a hairline fracture of the sternum on set toward the end of filming, reportedly from repeat punches to the chest from an unnamed person playing a police officer. The actor claimed that when he complained to a crew member about the incident, he was told to "suck it up".
The coin Gabriel uses to make a pay phone call (at 40m 30s) is a "Standing Liberty" silver quarter, issued between 1916 and 1930.
The Drummond brother's names are Rafael and Gabriel which are two of the four Arch Angels in Christian mythology, the others being Michael and Lucifer.