At the end of the film you see two gravestones, "Priest" Vallon and William Cutting. Behind them is a river, with a view of lower Manhattan after that. You see a bridge being built,and the city growing and changing. The two men had to have been buried in Brooklyn, rather than Manhattan for this view.

When Jenny is at the upper-class home disguising herself as a maid to burglarize it, look at the man (the home's owner) at the head of the table during dinner. This is Martin Scorsese, the director of the film.