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According to various contemporary news items, Robert Hopkins submitted his treatment of Saratoga, based on his original story, in late July 1935 as a vehicle for Jean Harlow. In December 1936, Hollywood Reporter reported that the picture was to star Clark Gable and Joan Crawford after a deal with Paramount to borrow Carole Lombard for the picture fell through. Harlow was again reported as the star in the early Spring of 1937. Other news items note that photographer Clyde De Vinna filmed background locations for the film in Lexington and Louisville, Kentucky and in Saratoga, New York, along with assistant producer O. O. Dull and assistant director James Dugan, and that seven-month-old triplets, Jann, Kathleen and Sheila Andrews were to be in the film. Although some babies were seen in the viewed print, none of the Andrews triplets are mentioned in any cast lists and their participation in the released film has not been confirmed. Walter Pidgeon was borrowed from Universal for the film. This was his first picture for M-G-M, a studio to which he would go under contract in 1938 and continue to work for until the mid-1950s.
According to a Hollywood Reporter production chart, John Eldredge was also in the cast, but he was not in the released film. Harlow died on June 7, 1937 at the age of twenty-six, before completion of this film. According to news items in trade papers of the time, M-G-M was planning to shelve the picture or re-shoot Harlow's scenes with another actress, possibly Virginia Bruce or Jean Arthur. The decision to recoup the $300,000 negative cost of the film was reported in Hollywood Reporter on June 11, 1937. News items in Hollywood Reporter mentioned that a preview of the film in late June encouraged M-G-M executives that audiences would not be adverse to seeing the film with the recently deceased star. They decided to complete it as shot using Harlow's stand-in, Mary Dees, in some of the scenes. On 31 Jul, M-G-M took out an ad in Hollywood Reporter thanking the public for the outpouring of fan mail encouraging them not to shelve the picture and to edit it in "record time" for a July release. Most reviews were positive on the film but did note the sadness of seeing Harlow on screen after her death. According to modern sources, during film on Saratoga, Gable brought the actor billed in the CBCS as "Edward James Flanagan," to the attention of studio executives as a potential star. Flanagan acted in several additional "bit" parts in 1937, either as Bud Flanagan or Edward James Flanagan, until he received a co-starring role under the name Dennis O'Keefe in The Bad Man of Brimstone in late 1937.