Due to use of clips from the movie The Italian Job during the car chase sequence, some goofs are created: When Yanna's brother in the white car grabs the chicken, in the shot immediately following four men can be seen in the white car, two in the front and two in the back. In all previous and subsequent shots, only two men are in the car, both in the front seats; street signs can be seen in Italian, though the episode takes place in Budapest; license plates flip-flop between those used in Italy and Hungary.
The stunt double who does MacGyver's slide down the roof to evade the police at the bar has noticeably darker hair than Richard Dean Anderson.
During the car chase scene, a man wearing blue coveralls reaches out of the left window of the car and grabs a chicken, but a closeup shows that he was sitting on the right and had grabbed the chicken on the same side.
Yanna: You Gypsy?
MacGyver: No. Not that I know of. Why?
Yanna: Because it takes a Gypsy to catch a Gypsy.
MacGyver: Now I want the watch.
Yanna: Gypsies don't need a watch. They don't tell time.
MacGyver: The man who said "Life is like a bowl of cherries" had it wrong. It's a bowl of Hungarian goulash: hot, sticky, and I'm not that hungry.
MacGyver: You're okay, Reena. I think I'm going to have to be honest with you.
Reena: Never say that to a Gypsy. It makes us nervous.
Yanna: We want to go with you.
Yanna: America! America!
MacGyver: Right, right.
Yanna: The US of A. Clint Eastwood. Coca-Cola.
Yanna: Girls just want to have fun...?
MacGyver: A credit card can usually get you out of a jam. I'm hoping that this will create one.
MacGyver: I don't have a lot of cash on me. Do you take plastic?
Reena: It's a family heirloom.
MacGyver: Yeah, I know. I know that family that sold it to you.
Reena: You're American; what are you selling, blue jeans?
MacGyver: I really don't drink too much.
Reena: Virtuous? Or suspicious?
Yanna: Why do they hate us?
MacGyver: Some people are scared of anybody who runs free.
Major Kossov: (threatening) And if I am cold, you could freeze to death.
MacGyver: I'm with you, pal, I hate heights.
Messic: Budapest has gypsies like a dog has fleas.
MacGyver: (to the tribal leader) You know, we could go back to your place and talk about this... (the man glares at Mac, obviously furious)... Nah. Didn't think so.
MacGyver: Typical. Just when you're getting ahead, someone changes the odds.
The Italian episode title is "La zingara di Budapest", meaning "Gypsy of Budapest".
The scenes in Budapest were filmed at the Natural History Museum of Los Angeles County.