The scene in which Eliza accidentally swallows a marble while having an elocution lesson does not appear in the original play. During rehearsals for this scene, a pained expression came over Wendy Hiller's face. When she spat out the marbles she had in her mouth, she said, "Leslie, I've swallowed one!" to which Leslie Howard replied, "Never mind, there are plenty more." This caused such amusement among the watching crew that it was added to the movie and to its musical version, My Fair Lady (1964).
Wendy Hiller was personally chosen to play the part of Eliza Doolittle by author George Bernard Shaw.
After George Bernard Shaw died in 1950, his house in Ayot St. Lawrence became a museum. One of the artifacts in it is his Oscar, which Shaw had been using as a door stop and had become so tarnished that the curator assumed it had no value. That situation has since been rectified.
The first British movie to use the word "bloody" in its dialogue. This may not make much of an impression on a modern and/or American audience, but that particular expletive was considered extremely vulgar.
In British prints, Leslie Howard utters the word "damn." In American prints, he says either "hang" or "confounded." This was a year before David O. Selznick famously tussled with the Hays Office over permission for Clark Gable to say "Frankly, my dear, I don't give a damn" at the end of Gone with the Wind (1939).