The sequence depicting the New York subway was actually filmed in the Pacific Electric Belmont trolley tunnel under downtown Los Angeles. Interurban streetcars doubled for the larger New York subway trains.
The movie was based on a real murder case that took place in 1946. In that year William Heirens killed three women and left a message scrawled in lipstick on a bathroom mirror after the second murder. In the message he urged the police to catch him before he killed again. Because of this the press dubbed him The Lipstick Killler.
In the scene where the Lipstick Killer is being chased through the city streets, a police car carrying Dana Andrews (as news reporter Edward Mobley) drives past a movie theater where Dana Andrews' name is clearly visible on the marquee.