As this was one of Marilyn Monroe's first starring roles, she was still under an acting coach and wanted her on the set to help her in scenes. She would stand behind director Fritz Lang and tell her when a scene was good enough, as opposed to listening to Lang, and when the director saw what was doing on he got furious and demanded she leave the set (at the time this coach also worked for 20th Century Fox). After Monroe complained and wouldn't act without her, Lang allowed the coach to return to the set, on the condition that she not direct Monroe.
Shot in 1951, not released until 1952.
When Mae and Jerry are in the movies, Mae tells him "this is where we came in" and they walk out. It was common in the 1950s for viewers to walk in during a picture, watch it till the end and then wait for the picture to play again and leave when it gets to the part they came into the theater.