The name of Groucho Marx's character, "S. Quentin Quale", caused a stir when the film was first released due to the subtle but clear joke: the use of the term "San Quentin quail", which means "jail bait".
Winston Churchill was informed of Rudolf Hess' capture in Scotland just before he was about to see a private screening of this film. Spurning a more detailed briefing, Churchill famously commented, "Well, Hess or no Hess, I'm off to see The Marx Brothers". (Different versions of this story insist the film Churchill was to see was Monkey Business (1931) or The Big Store (1941).)
The elaborate chase climax was going to be deleted before filming because MGM execs thought it was too expensive.
The film opens with Horace Greeley's famous quotation, "Go West, Young Man, go west". In actuality, the words were spoken by John Soulé; Greeley spent the rest of his life disavowing them.
Groucho Marx performed the song "Go West, Young Man" several times during the remainder of his career, including in Copacabana (1947).
Cast members Earl Covert, Phil Neely and Bob Priester are in studio records/casting call lists for this movie, all for 'Specialty Bits in the "As If I Didn't Know" Number', but that song was not performed in the print shown on Turner Classic Movies (TCM). The song and its composers are credited onscreen, so its music may be included in the score, but it is not known if a production number was filmed and then cut, or simply not filmed at all.
In one scene Groucho asked an Indian, "Who swindled the Indians out of Manhattan for $24?" In 1957, Groucho would appear in The Story of Mankind (1957) playing Peter Minuit swindling the Indians out of Manhattan for $24.