The car has numerous hidden compartments which slide out of the wall or down from the ceiling. In actuality these compartments are much too large to fit inside the walls of the car and would extend out past the sides and roof.
Throughout the series various characters mispronounce "cavalry" as "calvary", confusing a pair of near-homonyms with Latin origins. Cavalry means soldiers on horseback. Calvary means an object shaped like a skull. The most (in)famous "place of the skull" (Calvariae Locus in Latin) was a Jerusalem landmark where Jesus Christ and various convicts were crucified during Roman Empire times.
The United States Secret Service is frequently employed as bodyguards for President Grant. But this was not the case in the 19th century, when the Service was a Treasury operation used to catch counterfeiters. The duty of being presidential bodyguards was assigned to the Secret Service in 1901 after President William McKinley's murder. McKinley's immediate successor Theodore Roosevelt was the first chief executive to benefit from this change.