The fight between Steed and Conniston at the end resulted in a cruelty probe into ABC Television, as many of the animals on set are clearly agitated by the noise. There were reports at the time that a hornbill died during filming. Their cage is right where Conniston keeps firing his revolver; both are still standing at the end of the scene, but one hasn't moved for a while.
During the shoot-out, Steed and Cathy are crouched near a leopard's cage, which could have caused problems, as the animal could have easily slipped out between the bars if the gun-fire had excited it too much.
According to research gathered, the episode was video taped on 22 November 1963 between 18.30 and 19.30, which means the recording started at virtually the exact time that John F. Kennedy was assassinated, allowing for the 6 hour time gap between Dallas and London.