Sylvester Stallone appears uncredited as a subway thug. This was one of his earliest film roles, not a cameo. According to website Every Woody Allen Movie, "Allen initially sent Stallone back to the casting agency after deciding he wasn't 'tough-looking' enough. Stallone pleaded with him, and eventually convinced him to change his mind".
According to the Eric Lax biography, the musicians in the dinner scene at General Vargas' house were actually to be playing instruments, but the rented instruments hadn't arrived, and rather than wait, Woody Allen decided the miming would fit with the tone of the film.
During the training montage when Fielding is learning how to throw a hand grenade, the pin in his hand explodes after he throws the grenade. The reaction by Woody Allen is real as he was slightly singed by the incendiary device hidden in his hand, but Woody decided against doing the scene again and left it in the film as is.
During the trial J. Edgar Hoover testifies, disguised as a black woman. While it was meant here as a joke, it would be revealed to the world after he died that Hoover like to wear women's clothes, something that no one at the time of the movie would have ever believed.
In an interview with Robert B. Greenfield of Rolling Stone magazine in 1971, Woody Allen said: "They say it's a political film but I don't really believe much in politics. Groucho Marx has told me that The Marx Brothers' films were never consciously anti-establishment or political. It's always got to be a funny movie first".
While the rebels are watching Esposito make his first speech as the new Presidente, Fielding asks, "What's the Spanish word for straitjacket?" The answer is "camisa de fuerza" or literally, "force shirt" or "shirt of force".
In response to J. Edgar Hoover being a cross-dresser, that has never been proven but was based on a now dismissed claim by a woman who hated Hoover and was later convicted of perjury in a different case. In no way, however does it detract from this very funny scene in this film.
The trivia item below may give away important plot points.
Woody Allen initially intended to end the movie with him emerging from a riot with his face darkened from soot; the black rioters would then mistakenly claim him as one of their own. As with Take the Money and Run (1969), Allen's editor, Ralph Rosenblum, convinced him to go with an ending more organic to the story that came before it.