The footage of a Yankees game [0:51] shows Yankees pitcher "49" pitching to Yankees batter "36" while another Yankee steals second base. Behind the plate is catcher "15" from an opposing team (possible the Baltimore Orioles), although the scoreboard shot during the National Anthem depicted a game between the New York Yankees and the Boston Red Sox.
When Christine plays a song on the record player near the end of the film, she's playing a single that's much shorter than "The Diary," the song that's heard in the film. The record player reaches the end on the vinyl almost 30 seconds before "The Diary" actually finishes.
The Variety Photoplays Theatre was actually on 3rd Avenue and 14th Street, some thirty blocks away from the Times Square area.