The Cleveland scenes were actually shot in Battery Park.
Lester Holt speaks directly to Tracy through the television during a news broadcast, a nod to a similar scene in David Fincher's The Game (1997).
Three times during this episode the music that's playing does not match what is described in the closed captioning. First when Tracy mentions the Black Crusaders - the captions say "ominous music" but instead there is silence. Then when Phoebe confronts Liz and her accent slips, the captions say "Theme from Jaws" but it's usual 30 Rick theme music. Finally at the end when Liz is leaving Jack's office, the captions read "theme from The Godfather" but again it is 30 Rock music. The Godfather theme would've added nuance to Phoebe closing the door, as that mirrored the final scene of the movie.
Frank's trucker hat reads "Alabama Legsweep".