During the filming of the scene in which Nancy runs alongside of and boards the moving train, no stunt double was employed. Louise Brooks actually performed the stunt.
Thanks to a few lines of dialog being added to the music/special effects track (similar to Warner's The Jazz Singer), this was Paramount's first feature with spoken words. The studio's first all-talking feature, Interference would be released at the end of 1928.
The stage play on which the film was based, "Outside Looking In", was much admired by Charles Chaplin, who saw it several times. On one such occasion his guest was Louise Brooks, who many years later would play the main role in the film version.
The train wreck in this movie (an actual derailment) was filmed in Carrizo Gorge in the Southern California desert; the wreckage is still there.
To give the film authenticity, actual hobos - homeless, unemployed men - were employed as extras during the production.