The police going after Hannay in a plane is represented by an actor in a pilot costume waving a model plane around while making machine gun noises — which Hannay responds to by producing a miniture hand puppet of himself and running away from it!
A moment at the end: All 4 actors are on stage, in a scene actually taking place on a stage, when a hand holding a gun appears through the curtains of a theater box by the proscineum, and a shot rings out. One actor stumbles, hit — but then all the actors look at each other quizzically, one of them actually counting how many people are on stage. The actor who was shot then remembers that he has been shot, and falls to the ground.
"It was only supposed to be a cast of four!!"
The Hitchcock film
When their car is stopped by a flock of sheep blocking the road, Hannay, who is in police custody at the time, calls it "a flock of detectives".