Closed In
We see Sullivan at a movie theatre on one of his first days of posing as a hobo. He's surrounded by people. Kids chomp on popcorn behind him, a man crunches on popcorn near him while a baby cries and one of the women tries to touch his hand. We see that he is closed in by his new found surroundings and this imagery tells us exactly that.
Into the Shadows
Just before Sullivan is robbed we see him walk from the lit portion of the street he is walking into the darkness. The image foreshadows the oncoming assault that is about to happen and builds tension as we know what is about to occur and the character doesn't.
Money on the Tracks
Just before the old man who robbed Sullivan is run over we see him trying to pick up money off of the tracks. The imagery shows us the truth of what was in the man and how the money brought it out of him as he is willing to forego his safety in order to try and get the money. Thus that money is not the root of the evil in the man, but that there is something much deeper going on in his heart.
Run Over by a Train
We see the girl weeping about Sullivan's apparent death. Sturges fades into a shot of a train as it's coming down the tracks. It appears to be going straight through this woman's head. The imagery shows us how she feels in that she has been crushed by the news of Sullivan's death.