Also when Chunk is being interrogated and the Fratelli bros are eating ice cream...near the end of that scene when Chunk gets the ice cream turn up the volume. Right after they rip the spoon out of his mouth and he sobs you can hear the director (and maybe others) laughing in the background just before the scene cuts to something else...he improvised the spoon thing if I remember right.

There's also a lot of interesting trivia on the imdb site... http://www.imdb.com/title/tt0089218/trivia

I LOVED Captain EO!!! I made my parents go to it 2 or 3 times. But like you said...MJ went a little nutso and Disney cut that tie! But I've always remembered how awesome the music was and the 3D effects!