Continuity mistake: In the exterior shots of the bank's doors there are rectangular door knob backplates on the outside of the door, but in the interior shots when the door's open we can see the door knob's backplate is narrower and has a decorative top.
Continuity mistake: When Barney walks into the bank and turns on the light, we can see there's no damage to the side of the door, but when Andy walks in he points out the area where the door was jimmied.
Continuity mistake: When Barney's outside the bank loading his gun with the bullet, there are window blinds on the inside of the doors' windows - nothing else, but when Barney's inside the bank there are white shades between the glass panes and the blinds. As for the bank's large side window the opposite happens - there's a white shade between the pane of glass and blinds in the exterior shot, but in the interior shots we can see through the blinds' slats and there's no shade.
Answer: Those "boxes" are valences that used to be very common, before air conditioning. They allow for windows to be open during rain storms. They permit air circulation, without letting the rain in.