Watch the episode "First Stop", when the Ricardos and the Mertzes are in the cabin at the little cafe. The third time the train passes by, the Ricardo's bed is by the Mertze's bunk beds. Watch the back right leg on the bed. If you look very closely, you can see there is a string pulling the bed back over to the wall!
The only reason the bed moved is because they were supposedly in a rickety little cabin that was practically on the train tracks. The string was most likely used because I Love Lucy is an older show and they didn't have some of the special effects or editing tools we have now...