There's a violin at the end of 'Wish You Were Here,' but it's nearly impossible to hear (it's at the end, right after all the wind stuff starts). Violinist Stephane Grappelly was recording in a downstairs studio, and Gilmour had suggested that there be a little "country fiddle" at the end of the song, so they talked Grappelly into coming up and recording a bit. They hardly used anything of his (in fact, they felt that giving him an album credit would be insulting), but they enjoyed listening to him play. He did get about 300 Pounds for it, though...
The coughing sounds on the title track were caused by Gilmour's smoking habits. It has been reported that when DG heard the sounds on the album, he decided then and there to quit.
The lake on the Wish You Were Here inner sleeve is Mono Lake, in California. The strange rock formations are a result of the extremely high mineral content of the water there. It's a protected area.
The weird noises and radio sounds between 'Have a Cigar' and 'Wish You Were Here' were picked randomly from a radio. The music includes a snippet of Tchaikovsky's 4th Symphony, and the interview includes "and you, Derek, this star nonsense, what do you think of it?" In concerts, the band extended the bit by playing live off-air samples from the local town, and then switching into the pre-recorded bit from the album.
In the "Hitchhiker's Guide to the Galaxy" radio series, there is a gag in the scene where the five main characters are stepping out of the starship HEART OF GOLD onto the planet Magrathea. The music in the background is the opening of "Shine On You Crazy Diamond (Parts 1-5)," which, it turns out, is being provided by Marvin. At one point, Arthur says, "Ford, do you realize that robot can hum like Pink Floyd?" When the radio series was released on cassettes and CDs, this scene was cut for legal reasons.