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).
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.
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.
When Hailstone and his ministers ask Princess Gilda to help them get in touch with the stars, the Minister of Propaganda (Larry) asks for Lamarr (Hedy), followed by Field Marshall Herring (Curly), who asks for Lamour (Dorothy). But Hailstone says "I'll take La Zonga, with six lessons." This is a reference to the hit novelty song "Six Lessons with Madame La Zonga," which also became a film starring Lupe Velez.