When scheduling your callback, I would ask whether there is anyone at the firm you need to contact regarding your travel arrangements, or if you should just go ahead and make the arrangements yourself. It depends on the firm, but usually they will offer to pay for a hotel if you have a morning interview. In those instances, you can also expense your meals, but make sure to ask if this is the case and whether there is a limit you should stay within.
You should also notify the firm if you have interviews set with other firms as well during that same trip. Those firms will typically then contact one another and split the cost for your travel - they may also send you a NALP expense form to fill out for their records, but that's pretty straightforward.
Finally, if the firm had left you a voicemail extending you a callback, you should make sure to call back whomever made that initial call to thank them personally (usually the interviewer is the one that calls). Leaving a message is fine.