During the "My Bathroom" scene, the filming split that makes the actress look like she's singing to her mirror reflection (and vice versa) can be seen in the black leg of the large shelving unit to her left, as the left side of it is wobbling up and down slightly.
The documentary's title is a play on the title of the 1994 film, "Bullets over Broadway".
During the big musical finale scene, Steve Young (wearing a sequined tuxedo) comes up out of the "Michael Brown Avenue" subway stop. Michael Brown is one of the industrial musical composer/performers featured in this documentary.