"Incident" features clear, straightforward language that feels intimate and conversational. As such, it doesn't use many poetic devices that draw attention to themselves, as consonance, alliteration, and assonance do. That said, there are moments of each sonic device in the poem that add to its bouncy rhythm. Combined with the poem's steady meter and rhyme scheme, these devices create pleasant music in the poem that's at odds with what actually happens.
Let's focus on the poem's use of consonance, the broadest of these three sonic devices, first. In the first stanza, repetition of /d/, /l/, /h/, and /k/ sounds reflects the speaker's joy and wonder as he rides through Baltimore. The consonance is pretty subtle, but it still adds a gentle musicality to these lines that evokes the speaker's happiness:
Once riding in old Baltimore,
Heart-filled, head-filled with glee,
I saw a Baltimorean
Keep looking [...]
In the second stanza, there is significantly less going on in terms of consonance until lines 7-8. These then feature a mixture of hissing /s/ and sharp /k/ and /t/ sounds that add harshness to the "incident" of the poem's title:
[...] he poked out
His tongue, and called [...]
The spiky sounds here evoke the shock and horror of the little boy's actions and make them stand out all the more starkly in the poem.