Legend has it that on the set of You Can't Cheat an Honest Man (1939), a stagehand was cleaning out W.C. Fields' dressing room and accidentally bumped into a table on which Fields had placed a bottle of whiskey. He caught the bottle before it hit the floor, but the cork had popped out and he couldn't find it. He placed the bottle back on the table and left. Later Fields came back to the dressing room, and a few minutes after-wards stormed out, roaring "Who took the cork out of my lunch?"
W.C. Fields became a big hit on radio, especially on Edgar Bergen's radio program, where he had a long-running "feud" with Charlie McCarthy. This film was an attempt to capitalize on the popularity of that feud by having it carried on in a movie.
There are two different cast lists in this movie, both with character names. IMDb uses the list in the opening credits because it is more complete: the end credits omit Mortimer Snerd. The only other difference places Eddie 'Rochester' Anderson last in the end credits, with the character name of "Cheerful" instead of "Rochester."
Each morning of filming, W.C. Fields called a cast meeting. In the beginning, Edgar Bergen would bring along Charlie McCarthy. Charlie McCarthy would become so disruptive during these sessions, that W.C. banned him from attending future meetings. So, only Edgar Bergen was allowed to attend.
While posing as a bearded lady, W.C. Fields uses the alias "Gerdie Schicklgruber," when talking to two policemen who are hunting for him. This was a jab at Adolph Hitler, whose real last name was supposedly Schicklgruber. (In fact, Hitler's Austrian father had been born Alois Schicklgruber, but had adopted his stepfather's last name, changing it first to Alois Hiedler, and later to Hitler.)
If you look closely, there are two shots in which ads on the side of one of the circus wagons promote "Madame Gorgeous." In W. C. Fields' original story, she was supposed to be his wife, a star high-wire performer in his circus until she is killed in an accident doing her act. Her death was supposed to give pathos to Fields' characterization and also explain why the circus had previously been prospering and was now in debt. But producer Lester Cowan and other Universal executives didn't think a death was an appropriate way to begin a comic film, so they made Fields take it out. Later Fields wanted to use Madame Gorgeous and her death in his film "Never Give a Sucker an Even Break," but again his bosses at Universal ordered it out.
Edward Brophy plays a sheriff who tries to deliver a summons to W.C. Fields, only to have it eaten by a circus elephant. Two years later, Brophy provided the voice of Timothy Mouse, the companion of Dumbo the circus elephant in Disney's Dumbo (1941).
At approx 5min 20 secs: One of the circus wagons has a poster stating "Larson E. Whipsnade, President and General Manger"... someone has corrected Manger to Manager by placing the small letter "a" underneath.