Most of the cast members played scripted caricature roles of themselves, including Frank Sennes, the founder of Hollywood's Moulin Rouge.
Nanette Fabray, one of the show's regulars, rehearsed her part for ten days, but she was hospitalized a day before the live show's air date. Her role was filled in time for the show by Janis Paige, with only one day's rehearsal.
Although Jack refers to her as "Miss Kim O'Day", Barbara Nichols reprises her recurring role from 'The Jack Benny Program', which is that of Mildred Meyerhouser, Jack's perennial, lowbrow date.