The entire flimsy set shakes as the cop breaks through the door during the raid on Molly Murdock's place.
When Mae is marveling at the floor show during her first time at the club, the camera tracks around her and casts a distinct and heavy shadow across her and Molly.
During the police raid at the beginning of the film, a fat man hides under the bed, and is brought out by a cop. During this entire scene, the shadow of the microphone is plainly visible on the left wall of the set.
The shadow of the microphone moves up the wall in the foreground when the boy with the hat is dragged into a room.