Defictionalization: There's an actual International Rescue, which began operations in 1985 and named itself after the organization found in this series. That's about where it ends, though; there are (sadly) no Tracy boys and (even more sadly) no Thunderbird craft to be found. (This could also explain why IR is referred to all but once as "the Thunderbirds" in the 2004 Live-Action Adaptation.)
Demand Overload: When The BBC began re-running Thunderbirds in 1992 (after it had been off the air for several years) stores quickly sold out of Tracy Island toys. As a compromise, Blue Peter came up with a build-it-yourself version.
A positive example when Lew Grade ordered the series be made with hour-long episodes. This required the series to delve into more sophisticated plot and characters to make up for the time, which made the series a cult classic.
Sadly, a negative example from Lew Grade, and an unintentional one at that: The show was axed from airwaves after Grade's rather unsuccessful trip to America, where all three major networks were bidding on the show. Thanks in part to Grade's playing each network off the other and trying to raise the price, when one network dropped out, the others followed suit, and Grade felt that without American involvement the show was too expensive to produce.
ITV holds the rights to the series and refused to return them to Gerry Anderson or allowing him to either remake or continue the series à la Captain Scarlet. By 2011, this was resolved, allowing the new series to proceed.
Fake American: All voice actors (save Virgil's, who quit after season one) were either British, Australian or Canadian, while most of the main cast was (implied to be) American.
Hey, It's That Voice!: David Graham and Shane Rimmer had been/would be Gerry Anderson mainstays. Also, Peter Dyneley, Jeff Tracy's voice actor, was respected as a British actor, known for — among other things — his numerous guest appearances on The Saint.
Technology Marches On: A given in the Gerry Anderson shows. You have space stations, hypersonic rocket planes, and a mobile computer the size of a grand piano!
Throw It In: During filming for the episode "Trapped in the Sky", Elevator Car No. 3 went out of control. The production team decided to include this in the episode, adding a shot of it crashing into a nearby airliner.
Unintentional Period Piece: Given this was made in the '60s, this was going to be inevitable. Modern British viewers may be a little miffed at the main airport being called "London Airport", unaware that back in the day, this was actually the name for Heathrow Airport before Stansted and Gatwick acquired "London" status. There are also several references to Cape Kennedy.
Troubled Production: Had been in Development Hell since the mid 90s. It was originally conceived as a CGI film, inspired by the success of Toy Story and then later as a vehicle for the Baldwin brothers. Gerry Anderson was brought on as a creative consultant but let go when the studio felt that they had enough people on the creative team already. Eventually it entered production with a much younger target audience in mind. Three major script changes also happened during production. Jonathan Frakes did manage to knock $3 million off the budget due to his fast shooting style, but that seems to open up another can of worms altogether.
Hey, It's That Voice!: Turbocharged Thunderbirds had a surprising batch of fairly well-known names to its re-dub voice list. To wit: Alfred is the new Jeff Tracy, Dan Castellaneta is the new Alan Tracy, and — most surprisingly of all — Tim Curry is the Hood's master, the "Atrocimator!"