In the soda-shop scene, W.C. Fields turns to the camera and announces that the scene was supposed to have been filmed in a saloon "but the censor cut it out." He was telling the truth.
During the great car chase, as The Great Man is driving a woman to the maternity hospital, many businesses are seen on the various streets in Los Angeles where the sequence was filmed, one of which is a "Kentucky Fried Chicken" restaurant (NorthEast corner of Riverside Drive and Forman Avenue), featuring Dinner for $1.15. This establishment was not part of today's fast-food chain of the same name. As the filming took place in 1941, this would have been 11 years before the now-famous KFC franchise opened its first store in September, 1952.
According to W.C. Fields' 2003 biography, the vehicle crashing into the drugstore was a real accident that occurred during filming. The director decided to leave it in to give the film the appearance of having a bigger budget.
In the diner scene, the waitress (Jody Gilbert) exclaims: "Baloney Mahoney Malarkey, you...Kabloona!" to which W.C. Fields responds "I haven't been called that for two days." "Kabloona" is the Inuit (Eskimo) word for "white man."
The frantic race down the Hyperion Street bridge on Glendale Avenue when W.C. Fields's car is hooked onto the firetruck: Look to the upper far right of the scene in the distance and you will see the Great Mausoleum of Forest Lawn where Fields would eventually be interred in the Columbarium of Nativity.