When Buster Keaton is running along the roofs of the moving freight train cars, he comes to the last one and jumps and grabs the tube connected to a water tower. His weight caused the tube to descend and, as it did so, water poured out and washed him on to the track with force, fracturing his neck nearly to the point of breaking it. This footage appears in the released film. Keaton suffered from blinding migraines for years afterwards and was unaware of the reason, until a doctor diagnosed him in the 1930s.
Buster Keaton practiced for four months, working with a pool expert, to learn all the trick shots that Sherlock Jr. performs during the pool game. Nevertheless, it took him five days to film all the trick shots, and get them right. When he was finished, all the best trick shots he had filmed were cut together to make it look like Sherlock Jr. was playing one continuous game of pool.
When Sherlock Jr., escaping gangsters, leaps headfirst through the body of his assistant, Gillette (who is disguised as an old lady selling neckties) and disappears, Buster Keaton used an old magician's trick. Prior to the trick, Gillette is seen standing with his back against a wooden fence. A section of the fence was sawed out and placed on hinges, so that it opened up and back like a garage door. Ford West (the actor playing Gillette) was then strapped to the underside of the cutaway section, so that when it was opened, West's body was hanging parallel to the ground, but his head and arms stuck out through the upper part of the opening in the fence. The dress and open suitcase were then hung from West's shoulders, so that they hung down in front of the fence, concealing the opening. Both the dress and the suitcase had holes cut in them. With the cameras rolling, Keaton leaped headfirst straight through the hole in the suitcase, the hole in the dress, and the opening in the fence (he later recalled that he "landed face-first in the dirt" on the other side). The cutaway fence section was then swung down to close the opening, so that West's body landed perfectly inside the dress. Attendants on the other side of the fence cut the straps holding West's torso and feet to the cutaway section, and West stepped away from the fence as if nothing had happened. In the film you can see West reach behind his back to close the opening in the dress as he steps from the fence. If you look closely you can also see the outline of the cutaway section in the fence.
Following his "entrance" into the "movie within a movie," the scenery changes around Buster Keaton very quickly, as if the movie is changing scenes with quick edits (he suddenly finds himself on a crowded city street, in the jungle confronted by lions, on a rock in the middle of the ocean, etc.). Keaton later recalled that his cameraman, Byron Houck, had used surveying instruments to position himself and the camera at the exact correct distances and positions to give the illusion of continuity as the scenes changed.
In Buster Keaton's "dream-self" when he enters the "movie-within-the-movie," Keaton employed the power of suggestion. He shot an actual movie featuring Ward Crane and Kathryn McGuire in a living room setting. As the sequence begins, the movie is playing on the theater movie screen. The film cuts back and forth between Buster sleeping in the projection booth and his "dream-self" climbing on stage as the movie is showing. When Buster's "dream-self" steps through the movie screen into the movie, the living room setting was recreated on the theater stage, and a large hole was cut in the movie screen for Keaton to step through. The actors were placed in the living room setting, creating the illusion that Buster stepped inside the movie screen to join them.