A black and white background is seen through Gaedel's window.
When Rocky brings some food to the room that Jim and Angel are staying, it's clear that the interior is a studio set. When Jim grabs Rocky by the arm to pull him into the room, the large decorative plate around the door handle as seen from the exterior is not seen when the scene cuts to the interior when Jim closes the door.
At about the 34 minute mark camera equipment, lights and crew can be seen reflected on the door of Rockford's car.