Horse Stunt
The horse and rider being lifted high off the beach in the opening sequence of "Thief of Budapest" (3rd episode) is spectacular but is probably both politically incorrect and animal cruelty by today's standards. It looks like the real McCoy to me but possibly a crane could have been used to simulate a helicopter. Lacking bonus material, it's sort of a mystery how exactly they pulled that stunt off.
Somehow, I managed to miss the entire series when it was first broadcast. I got curious after laughing at the recent SNL parodies. It's all new to me which adds to the enjoyment.