Trivia: If you look at the poster advertising the play "The Marvelous Marriage," you'll see it was written by Al Funcoot. "Al Funcoot" is an anagram of Count Olaf. This is a common theme in the Lemony Snicket Books.
Trivia: The instrument that Uncle Monty plays to the children is called an autoharp, from the Appalachian mountains - it's like an accordion, but the piano keys have been replaced with harp strings. Billy Connolly can actually play this instrument in real life, and the song he sings to the children is a song about Scotland, Billy's homeland.
Trivia: During the wedding, Violet tries to sign the marriage certificate with her left hand, and Olaf immediately stops her. The explanation is referenced in the book, in which the marriage was annulled as the justice rules since Violet signed with her "wrong" hand, she could not have been said to have signed with her legal hand.
Trivia: When Jim Carrey, as Count Olaf, is being told that the Baudelaires parents are dead he says "Yes, of course. How very, very awful". Then he suddenly says "Wait, let me do that one more time. Give me the line again. Quickly, while it's fresh in my mind.". That was pure improvising and was not supposed to be in the movie. Jim Carrey actually wanted to do that shot again. But the directors thought it fit in the movie and included it. (00:10:55)
Trivia: Aunt Josephine attracting the leeches after eating a banana references an old superstition that it is extremely bad luck to bring bananas on sea voyages. To this day, some sailors will refuse to sail if there is a banana on board a boat.
Trivia: The train scene is full of references to the books. The store Count Olaf goes into is called "Last Chance General Store", which appeared in the 8th book. There is an ad in the window for parsley soda which is from the 6th book. Finally, the words "Veritable French Diner" are on the back of the magazine Olaf is reading. These have the initials VFD, which is the secret organization in the books.
Trivia: In the novel, Olaf gets busted about the marriage plot much much earlier and this is the reason the children go live with Uncle Monty. The Aunt Josephine story would occur last, not in the middle as it did in the movie.
Trivia: The car Count Olaf drives is a 1960 Chrysler Crown Imperial Limousine. These were ultra-expensive for the time period, retailing for $16,500 in 1960 dollars. This translates to an incredible $104,556.45 in 2006 dollars. Therefore, it is no surprise that only sixteen 1960 Imperial Limos were made (including one for Jackie Kennedy). The dashboard of Count Olaf's limo was made for the film and is nothing like a 1960 Imperial dash, and there were no lock "plungers" on the real car's doors, but the rest of the car is original and unmodified. See http://www.imperialclub.com for more information.
Trivia: Dustin Hoffman and Helena Bonham Carter make uncredited appearances in the film as a critic and Beatrice, the mother of the three siblings, respectively.
Trivia: The hair and make-up process to transform Jim Carrey into Olaf took three hours.
Trivia: A sequel was planned for some time. However, due to the first film not making quite as much as expected at the box office and because of corporate shakeups at the studio, it was repeatedly delayed. At one point, the sequel was going to be retooled into a stop-motion animated film so the original actors could provide their voices (as they grew up too much after this film came out to be able to reprise their roles on-screen), but the film was eventually cancelled before this could happen. Finally, 13 years after this film's release, the Netflix series premiered, which managed to adapt all 13 novels over the course of three seasons.
Chosen answer: The spy glasses are not explained in the books, but it seems that these are symbols of the fact that they are in VFD, the secret organization we learn about later on in the series. Both Dr. Montgomery and Aunt Josephine's husband and brother-in-law, the Anwhistle brothers, are implied to have been a part of VFD.