Groucho Marx was fond of recounting how the original owner of the "gorilla skin" used in he film was so incensed when the stunt man wearing it poked ventilation holes in it with an ice pick that he took his suit and walked off the picture, forcing the producers to hastily rent an orangutan skin as a replacement. For this reason, Groucho claimed, the gorilla gets bigger and smaller from shot to shot. The man in the gorilla suit is in fact Charles Gemora, well know movie sculptor and gorilla artist, wearing his own custom made suit.
Buster Keaton worked on the film as a gag man. His career was on the downside and he was forced to work for scale. His complex and sometimes belabored gags (recalled in the book 'Groucho, Harpo, Chico and Sometimes Zeppo') did not work well with the Marx Brothers' brand of humor, and was a source of friction between the comedian and the group. When Groucho called Keaton on the inappropriateness of his gags for the Marx Brothers, Keaton responded, "I'm only doing what Mr. Mayer asked me to do. You guys don't need help."
During "Lydia the Tattooed Lady" Groucho sings "Here is Captain Spalding exploring the Amazon". This is a reference to his character in Animal Crackers.
For Groucho Marx's performance of the song 'Lydia, the Tattooed Lady,' additional lyrics were written by lyricist E.Y. Harburg exclusively for screenings of the film for Allied servicemen in European war zones. The special lyrics included the line 'When she stands the world grows littler; When she sits, she sits on Hitler.' The version of the song featuring the special lyrics was filmed, and included in prints of 'At the Circus' distributed in Great Britain and France. The version of the song containing the special lyrics was greeted with marked enthusiasm during screenings in those countries.
Many cast members in studio records/casting call lists for this movie were not seen in the final print. These were (with their character names): Byron Foulger (Meek Defendant), Mariska Aldrich (Mannish Woman), Herbert Ashley (Detective Bludge), Granville Bates (Judge), George Bookasta, Mickey Daniels, Eugene Jackson and Sidney Miller (Quartet Members), Barlowe Borland (Thorndyke), Irene Coleman (Girl on Stand in Courtroom), John Dilson (Defense Attorney) and Henry Sylvester (Court Clerk)
Originally entitled "A Day at the Circus" it was to be the third in the Brothers' "Day/Night" series after A Night at the Opera and A Day at the Races
The Marx Brothers had been out of favor at MGM since the sudden 1936 death of their producer and benefactor Irving Thalberg during the production of A Day at the Races. So in the middle of the production ofAt the Circus, longtime Thalberg rival Louis B. Mayer removed songwriters Harold Arlen and E.Y. Harburg from the Marx Brothers film and reassigned them to the 'prestige' MGM production The Wizard of Oz.
The scene in the midget's trailer was the only time Harpo Marx was even vaguely heard on-screen (when he sneezes).