Not only was 'Veronica Lake' pregnant during the making of this movie, she was between six and eight months pregnant. Production took place from June 12 to July 22 1941, and her daughter Elaine Detlie was born on August 21, 1941. The only other people involved in the production who knew of her condition were the costume designer, Edith Head, and Louise Sturges, wife of Preston. Miss Head designed costumes to hide the condition. Miss Lake was afraid that she would not be allowed to make the movie if her advanced state of pregnancy was revealed, owing to the physical demands of the role.
Reportedly, Preston Sturges got the idea for the movie from stories of John Garfield living the life of a hobo, riding freight trains and hitchhiking his way cross-country for a short period in the 1930s.
The film's opening dedication, "To the memory of those who made us laugh: the motley mountebanks, the clowns, the buffoons, in all times and nations, whose efforts have lightened our burden a little, this picture is affectionately dedicated." with the added phrase "...in this cockeyed caravan..." was initially to be spoken by Joel McCrea in an epilogue as if it was to be the prologue for the comedy he intended to make. In the original script the prologue Preston Sturges initially wrote was, "This is the story of a man who wanted to wash an elephant. The elephant darn near ruined him."