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.
According to the book 'The United Artists Story' by Ronald Bergan, " Unfortunately, at its release, Pearl Harbor had been attacked, Germany was sweeping across Europe, and the film's star, Carole Lombard, was killed in a plane crash while on a war-bond selling tour. Therefore, neither critics nor public were in the mood to laugh, finding the picture tasteless and callous. Over the years, however, it recovered its production costs and became a classic."
When war breaks out in Poland there's a scene where grave stones are destroyed by the bombing by the German forces. One of the grave stone that is shattered has the name "Benjamin Kubelsky" which is Jack Benny's birth name.
Miriam Hopkins was the original choice for Maria Tura. According to Ben Mankiewicz on TCM, she turned the role down when she realized Jack Benny had all the laughs and her part would largely be his straight man. Lombard saw the overall quality of the material and took the part.