"Speedy" is Harold Lloyd's real-life nickname, given to him by his father.
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.
Filmed extensively on location in New York City. The slums scenes, however, were built and shot on a backlot in Los Angeles.
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.
The Yankees opponents at the beginning of the film are the Chicago White Sox.