All the special effects were created on set and in-camera. Gene Wilder insisted on using the same techniques for visual effects that were used in the 1930s. This also helped to keep the budget down.
When Larry and Vicki are driving to the castle/mansion, a road sign is visible that shows the road curving (dog leg). The sign is on the wrong side of the street and does not match the curve of the road.
When Aunt Kate slides down the banister of the grand stairs in the foyer, they creak as if wood, however the banisters are clearly marble. One may, however, assume this to be artistic licence for the benefit of humour.