During filming, Moe Howard was running late for his daughter's birthday, so he was rushed home in full costume, much to the surprise of his neighbors. He went through his daughter's entire birthday dressed like Adolf Hitler, stopping traffic and ending up with numerous calls to the police about it.
This is a follow-up to You Nazty Spy (1941); The Three Stooges didn't make another sequel to one of their shorts until Horsing Around (1957), which was a sequel to Hoofs and Goofs (1957).
At the beginning of this short film is this statement: "The characters in this picture are all fictitious. Anyone resembling them is better off dead". This is a parody of the standard movie disclaimer which usually states: All characters and events depicted in this film are entirely fictitious. Any similarity to actual events or persons, living or dead, is purely coincidental.
The schtick about the seer of Roebuck and the ward of Montgomery refers to the retail giants (at the time) of Sears, Roebuck & Company and Montgomery Ward.
Four of the five "Axle" leaders pictured were official or semi-official Axis members in real life: Germany, Japan and Italy (all of whom had signed the Pact of Steel between 1936-40) and the USSR (represented by the Russian-looking character; Russia at the time shared a non-aggression pact with Germany). The "Bay of Rum" was supposed to be from Rumania (Rum=Rumania). Rumania was an Axis partner from 1940-44.