The blue things are varistors for absorbing noise spikes.
I'm assuming that's a ferrite in the earth to reduce noise emissions.
A clip on ferrite on the leads too.
I guess they must've done some tests and decided that particular machine needed it for interference issues, as you wouldn't normally aim to fit that sort of thing via chocolate block (not that I've looked in many arcade machines, to be honest).
Many machines have mains filter blocks where the mains kettle lead goes into the back.