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The working title of this film was Patrol. News items state that Richard Dix was originally slated to star in the picture, but was reassigned to Stingaree before production began. Major Frank Baker, who was hired by producer Cliff Reid as a technical advisor, was a British army veteran of the Mesopotamia and Palestine campaigns. Desert scenes for the film were shot in Yuma, AZ. According to a Hollywood Reporter news item, the production unit encountered much difficulty during shooting, being plagued by dysentery, bad water and excessive heat. Max Steiner was nominated for an Academy Award for Best Musical Score, but lost to Louis Silver, who won for his work on Columbia's One Night of Love.
According to an autobiographical article that appeared in the 1983 Variety anniversary issue, Jerry Webb was the script supervisor on the film. Webb describes one day of the filming: "A hundred yard track had been built over the dunes. The specially constructed dolly, with four rubbertined auto wheels, held the camera, its large sound blimp, the sound boom, lights, reflectors and necessary personnel to photograph the scene. With the full patrol on horseback moving along, about a dozen grips pushed the heavy dolly to allow the camera and sound to record the long scene. The morning heated up more quickly than usual and the temperature hit close to 130 degrees." According to Webb, many of the scenes were shot silent, with sound added in post-production.
Modern sources add the following information about the production: Ford, who had bought the screen rights to Philip MacDonald's book some time before he started directing at RKO, worked with other screenwriters on the adaptation before turning to Nichols, who had served in the Navy during World War I. Ford and Nichols, starting fresh from the novel, wrote the screenplay in eight days, two days before shooting was to begin. Location shooting in Yuma took two weeks. At one point during the difficult filming, actor Wallace Ford was rumored to have chased the company cook across the dunes because he refused to serve a black man. While portraying one of the sergeant's Arab victims, Frank Baker charged McLaglen, who was drunk at the time, for firing live ammunition at his feet during his scene, unaware that Ford had placed a second, sober marksman behind the actor. Composer Steiner added his score after the producers viewed the cut film and decided that, because of the many protracted silent scenes, the entire picture needed music. In spite of the gloomy nature of the story, The Lost Patrol was a modest hit, and its success encouraged RKO to allow Ford and Nichols to make The Informer. Modern sources add Francis Ford to the cast.
According to a late February 1934 Film Daily news item, a "special dramatization" of The Lost Patrol was broadcast on Borden's "45 Minutes in Hollywood" radio program. In 1929, British International produced and Walter Summers directed a silent version of MacDonald's story, which starred Victor McLaglen's brother Cyril in the role of the sergeant.