Groucho Marx told an anecdote - both on a '60s Today Show segment and in print - that the movie's producer asked three aspiring actresses to walk seductively past Marx. Whomever Marx decided was the best walker would play opposite him in the film. When the third girl walked past, Marx asked the producer, "How could you possibly choose anyone but that last one?" Marx had chosen Marilyn Monroe for the film.
At first, the story for this movie revolved around Harpo Marx alone (he gets a story credit here) and was initially titled "Diamonds in the Basement". But the film couldn't get backing unless Groucho Marx and Chico Marx appeared as well, so they did. Harpo's 650-page autobiography makes no reference to this movie intended to showcase him.
Despite being a "Marx Brothers" movie, at no point in the film do all three Marx Bros. - Groucho, Harpo and Chico - appear in any scene together. The closest instance of this happening is near the end of the film when Harpo and Chico walk past Groucho's hiding place on the rooftop. However, Groucho is not seen until after his brothers have walked by. Harpo shares scenes with Chico and a few with Groucho, while Chico and Groucho share only one (the final scene in the film).
During the chase scene near the end, Harpo Marx hides behind several signs advertising various popular products of the day ("Wheaties," "Bulova watches," etc.), apparently because producer Lester Cowan was running out of money. Although highly unusual at the time, MPAA head Joseph I. Breen responded to complaints that they had no power to withhold approval of a film because it contained commercial advertising.
Since The Marx Brothers is credited first in the opening set of credits, but is not in the more comprehensive end credits, it is listed first in the IMDb cast list, as required by IMDb policy on cast ordering.
When Harpo is being searched by the Zoto Brothers, and they're pulling things out of his coat, a mailbox is pulled out with the name "Moss Kaufman" on it. This is a play (no pun intended) on the playwrights, Kaufman and Hart (George S. Kaufman and Moss Hart). Kaufman collaborated on both THE COCOANUTS and ANIMAL CRACKERS for the Marx Brothers. Moss Hart & George S. Kaufman wrote THE MAN WHO CAME TO DINNER in which the character Banjo is based upon Harpo Marx.