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The opening and closing credits differ slightly in order. The opening cast credits also list the "Principals and Chorus of the Royal Opera House Covent Garden." The film was shot on location in London at both Collins Music Hall and Covent Garden Opera House and marked the only feature film appearance by opera singer Adele Leigh.
Davy marked the first starring film for Sir Harry Secombe (1921-2001), a much beloved entertainer in Britain. Secombe launched his career in radio and television after serving and entertaining troops in World War II and starred in the popular radio program The Goon Show. During the show's acclaimed nine-year run, several films were made starring Secombe and his The Goon Show co-stars, Peter Sellers, Spike Milligan and Michael Bentine. Davy was intended to launch Secombe as a solo artist, but the film had only limited success. Secombe continued working on stage and in television, appearing regularly at the London Palladium, and occasionally returned to film, including the 1968 Columbia Pictures release Oliver! (see AFI Catalog of Feature Films, 1961-70). Secombe, also known for his long involvement in charity work, was knighted in 1981.