The train wreck in this movie (an actual derailment) was filmed in Carrizo Gorge in the Southern California desert; the wreckage is still there.
During the filming of the scene in which Nancy runs alongside of and boards the moving train, no stunt double was employed. Louise Brooks actually performed the stunt.
To give the film authenticity, actual hobos--homeless, unemployed men--were employed as extras.
The director of this film, William A. Wellman, liked the actress who played Nancy, Louise Brooks, and respected her as a performer. Though she would later be informally blacklisted by the industry for allegedly unprofessional behavior, Wellman decided to cast her in the lead female role in the 1931 gangster film, The Public Enemy (1931). Brooks at first agreed, then bowed out of the film to go to New York to be with her lover, the laundry tycoon George Marshall (not to be confused with the film director of that name), much to Wellman's astonishment. (The New York Times' review of The Public Enemy, in April 1931, erroneously lists Brooks in the cast list in the nonexistent role of "Bess.") When Wellman met her a year later, he asked her why she hated making movies, and she told him she didn't: she only hated Hollywood. Brooks' biographer, Barry Paris, claims that by turning down The Public Enemy, Brooks lost her last chance to save her acting career. The film made instant stars of both James Cagney and Jean Harlow, who was cast in the role that Brooks turned down.
Thanks to a few lines of dialog being added to the music/special effects track (similar to Warners' The Jazz Singer (1927)), this was Paramount's first feature with spoken words. The studio's first all-talking feature, Interference (1928), would be released at the end of 1928. Wallace Beery's bawdy song as he walks down the street was shot post-production and became Paramount's first-ever dialogue. Neither director William A. Wellman nor producer David O. Selznick liked the idea.