When Jimmy asks the woman if she wanted to "do a Brodie" by jumping into the water, he is referencing Steve Brodie (1861-1901) who claimed to have jumped off the Brooklyn Bridge and survived. This brought him a certain amount of fame and fortune, and the term entered the American English vernacular to mean to take a leap or chance, and a suicidal one at that.
The chicken wire covering the Salvation Army kettle was an anti-theft device. It would let coins fall through, but prevent someone reaching in and stealing a handful of change.
Vitaphone Production Reels #1094-1095.