Obvious statement: Home Alone is funny.
But imagine directing it, and constantly praying that a stunt man didn't just die after falling down a flight of stairs.
That was part of Christopher Columbus' experience while making the movie:
"Every time the stunt guys did one of those stunts it wasn't funny. We'd watch it, and I would just pray that the guys were alive. And then they would get up and they were absolutely fine, and then we would watch the playback on video and then we were relaxed enough to laugh." (Source)
Predating the digital revolution, Home Alone was shot on good, old-fashioned 35mm celluloid. But there was an unexpected challenge related to the quality of film itself: the crew had to create the clip from the fictitious, black and white gangster movie Angels with Filthy Souls that Kevin watches.
In order to do it, Columbus said, they had to get the look and feel of those older 40s and 50s era movies just right:
"Thankfully, I'm obsessed with film, so I'd seen enough of them that it was kind of a painstaking task to get it right. And we had to find actors that felt like they lived in that particular time period, as well, which was an interesting thing. People kind of looked a little differently back then. I don't know, maybe it was the camera, but we had to find actors that looked like they existed in the 40s." (Source)
Sometimes, what we see on screen isn't all it appears to be. For instance, the neighbor's flooded basement Kevin wades through when he's trying to escape Harry and Marv—that's actually a set constructed within the New Trier High School swimming pool, near Chicago. (They didn't flood an existing house's basement, since that would damage the house, obviously.) (Source)
Also, the scenes set at Chicago's O'Hare airport were shot at O'Hare—and so were the scenes set at the Paris airport. Despite these apparent location shifts, the entirety of the movie was filmed in the Chicago area. So, we're not really in Scranton, PA, or France—just witnessing movie magic (i.e. actors pretending to be French and Scrantonian). (Source)
According to director Columbus, the film shoot started to irritate the McCallister home's real-life neighbors:
"We couldn't afford to build the exterior of the house on a sound stage, so all of those stunts that happened outside of the house happened at night. We would be shooting from like 5:30 at night to six in the morning. I think that the lights and the actors shouting, and me yelling "Action!" probably got on a few peoples' nerves." (Source)
But, hey—in order to make an omelet, you have to break a few eggs. (Or keep a few Chicagoans up all night.)