During the Coney Island magic mirror scene, Harold Lloyd gives the middle finger to his reflection in the mirror. This obscene gesture was permitted by censors in motion pictures prior to the enforcement of the draconian Hays Code in 1934 and can be seen in a number of other contemporary films such as Alfred Hitchcock's The Ring (1927), by Robert Armstrong in The Lost Squadron (1932), and by Bette Davis (to Douglas Fairbanks Jr) in Parachute Jumper (1933).
The streetcar crash into the elevated train support was an unplanned accident (no one was injured); the idea of replacing the broken wheel with a manhole cover had to be improvised on the scene. Note the crouching stunt driver in white overalls barely misses being crushed by the support and is ejected forward out of the trolley car and out of frame to the left.
Lou Gehrig of the New York Yankees, teammate of Babe Ruth, can be seen at the end of the scene where Speedy gives The Babe a ride in his taxi. As Ruth gets out of the cab, Gehrig walks by the far side, and looking directly at the camera through the cab's window, sticks out his tongue.
Harold Lloyd was such a popular star at the time, the Coney Island scenes had to be filmed secretly, with the camera often hidden from view, to avoid attracting mobs of adoring fans.