One of the girls says "Now I know what Sherman meant" when the troupe arrives in Tunis, a reference to General Sherman's quote "War is hell".
When Auer says he's looking forward to seeing Egypt, O'Keefe retorts, "It sphinx." This is a sly reference to his signature line "Confidentially, it stinks!" in "You Can't Take It With You."
Although RKO had already established Brown and Carney as a comedy team, in this film they work separately. They're also the only main cast members who aren't playing "themselves."
After the cockatoo insults Davis, her lips are clearly retorting but the sound has been wiped from the track.
Joan Davis encounters a sulphur-crested cockatoo in the streets of Cairo. Cockatoos are native to Australia and some islands to its north, and are not found in Africa.