Insert the second disc of the set and from the main menu go to the "Special Features". There, highlight the menu entry 'James Cagney: Top Of The World' and then press your Right button to highlight Cagney's hat. Now press the 'enter' key and you will see actor Joel Grey talk about playing George M. Cohan in a nearly 2-minute featurette entitled 'Joel Grey Broadway's George M'.
Back on the "Special Features" menu highlight the entry 'Let Freedom Sing: The Story Of Yankee Doodle Dandy' and then press your Right button. This will highlight Cagney's handkerchief and give you access to a short clip called 'Joan Leslie's 17th Birthday', in which she talks about being surprised on the set of the film.
All easter eggs were generously submitted by SirDonk