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According to a May 1948 Hollywood Reporter news item, the rights to Jerome Cady's screen story were first purchased by Santana Pictures, a company owned by actor Humphrey Bogart and producer Robert Lord. Columbia was announced as the film's distributor at that time. Cry Danger marked the first feature-film directing credit for Robert Parrish, a former editor and actor. Olympic Productions, which was owned by Sam Wiesenthal and W. R. Frank, borrowed Rhonda Fleming from David O. Selznick's company for the production. Cry Danger was the only film made under that banner. Much of the picture was shot in and around downtown Los Angeles, CA, including Union Station and Bunker Hill.