Jimmy Page's scene was filmed in the Scottish Highlands behind his house, previously owned by Aleister Crowley, on the shores of Loch Ness in Scotland.
Entirely financed by the band.
For their three New York performances, the band members wore exactly the same clothes to facilitate seamless editing of the film, except for John Paul Jones who wore three different sets of attire on each of these nights, which created continuity problems.
The concert footage was actually from the 1973 tour, but wasn't released until three years later.
The money stolen from the safe deposit box at the Drake Hotel was never recovered and no one has ever been charged. Suspicion remains on a former employee of Drake, who fled to Jamaica soon after the robbery took place.