When Henry throws the coin in the fountain, and again later when he's on the lion statue calling to the citizens, if you look really carefully (high-definition helps), you can see the name "Vancouver Art Gallery" on the building behind him. This gives away the fact that the scene was filmed in Canada (the side around 857-885 W. Georgia St. in Vancouver) and not in New York City, where the scene takes place. A few extra skyscrapers were digitally added to the background to make it seem more like New York City. You can even see the "Hotel Georgia" across the street in one other shot.
There is no fountain in front of the main research branch of The New York Public Library. The rare book room appears to be contained in a neighborhood branch.
After Henry gets rid of magic Gold and Regina walk to see The Dragon. Gold however does not walk with a limp or carry his cane which he would need since its only with magic that he was able to walk normally.