The card trick in the opening sequence is authentic. There is no editing. It is what is known as a "card force", wherein the magician makes the unsuspecting audience member pick a predetermined card. The audience member believes they have picked a random card, which is reinforced by the magician re-shuffling the deck several times, though this is just misdirection.
Isla Fisher has explained in interviews that her character Henley is "germaphobic", which is why she is seen wearing gloves throughout the movie.
In the scene before J. Daniel Atlas (Jesse Eisenberg) and Merritt McKinney (Woody Harrelson) enter the secret room, McKinney tells Atlas that he is a "bit of a control freak", to which Atlas replies "Have we met before?" This is a nod to a previous movie in which Woody Harrelson and Jesse Eisenberg had appeared, Zombieland (2009).
The final scene was filmed on the Pont des Arts in Paris, France, which, as shown in this movie, was famous for having an estimated one million "love locks" attached to its railings. However, on June 1, 2015, city council workmen started to remove the padlocks following years of complaints from locals.
The carousel shown in Central Park is actually from City Park in New Orleans, Louisiana, while the theater shown in New Orleans, Louisiana is in Los Angeles, California.