Almost all the scenes were filmed on location at the (then) brand-new Fair Park in Dallas, TX, which served as the location of the 1936 Texas Centennial and has served as the location of the Texas State Fair since. Many of the buildings in the film still exist in what has been called the largest collection of art deco buildings in the world. Also seen is the Gulf Radio Studios building (this is not the WRR Studios; WRR is the only city-owned radio station in the country and still broadcasts from new studios adjacent to Science Place II). The lagoon was pretty barren back then, and Dallas trolley cars which served downtown at the time had just been expanded to Fair Park to service the Centennial. The Cotton Bowl, which was constructed in 1930 and renamed The Cotton Bowl for the Centennial, is seen briefly in the background as Gene Autry rides out of the Cavalcade set in the chase scene.
The film was cut to 54 minutes for television release in the mid-'50s and has only recently been restored to its original running time, thanks to the combined efforts of The Western Movie Channel, the Gene Autry Museum of Western Heritage and the University of California-Los Angeles.