I think the Hitchcock references are now confusing two different famous plot device points he made:
1) The MacGuffin matters to someone or ones in the film, thus its ability to trigger the action of the movie. For Hitchcock, it did not matter outside the diagetic envelope, so it didn't matter if the audience or the protagonist never find out what it was. It is not a red herring, because it was not a FALSE trail, just an empty or otherwise ultimately without specific meaning item to get the plot going. Like the fake agent name on the loudspeaker that Carey Grant appears to be responding to at the beginning of North by NW: It only matters insofar as the bad guys start pursuing Grant, thus giving us the movie. Having done that, it can be safely forgotten by the characters and audience. A lot of people have noted things like the briefcase in "Pulp Fiction" as a classic MacGuffin: we don't need to ever find out what was really in it or why it mattered to anyone. We just need it to give the various characters a reason to start moving around the chess board.
2) The box under the train (or under the cafe table as I originally read it) was an image that Hitchcock used to describe how suspense works in movies: If you show the audience the ticking bomb in the box, you can then have a wonderfully extended scene of a couple of characters sitting at the cafe table chatting -- completely unaware that the box, much less the bomb, is there -- and the audience will feel increasing suspense until the bomb either goes off or is otherwise discovered/dealt with. However, if you don't show the audience the box or bomb, you DON'T have suspense in the scene, even if the bomb ultimately is discovered or blows up at the end of the scene, which might be shocking or otherwise significant, but will not have given the audience the suspenseful experience. My favorite example is the opening long-take scene of "Touch of Evil," where the audience sees the bomb planted, then follows it as a number of oblivious characters exist around it until it explodes.
The "Entertainment" could actually fulfill some of either of these purposes: as a MacGuffin setting things in motion, whether or not we ever find out the real story behind it. Or as the "box" that we are waiting to watch explode (i.e. through those scenes where more and more people are trapped by it at the Medical Attache's house.
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