When Jack Benny's father went to see this movie, he was outraged at the sight of his son in a Nazi uniform in the first scene and even stormed out of the theater. Jack convinced his father that it was satire, and he agreed to sit through all of it. His father ended up loving the film so much he saw it forty-six times.
After the shooting of this film was finished, Carole Lombard told many people that this film was the happiest experience of her career from start to finish.
Miriam Hopkins was the original choice for Maria Tura. According to Ben Mankiewicz on TCM, she turned down the role when she realized Jack Benny had all the laughs, and her part would largely be his straight man. Carole Lombard saw the overall quality of the material and took the part.
Because Carole Lombard died in a plane crash while the movie was in post-production, the filmmakers decided to cut out a line that had her character ask, "What can happen in a plane?"