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The working title of this film was Michael Strogoff, and it was reviewed as such by several trade journals. According to a Hollywood Reporter news item, Joseph Ermolieff, who was credited on screen as associate producer, was a White Russian who made films in Russia before the Revolution. In 1935, Ermolieff produced French and German versions, entitled Michel Strogoff and Der Kurier des Zaren, respectively, of Jules Verne's novel; the first was directed by Richard Eichberg and Jacques de Baroncelli and starred Adolf Wolhbrck, the second was directed by Eichberg and also starred Wolbrck. Both films used much of the same footage. The Society Jules Verne, which is credited on screen with assigning the movie rights, is an active organization in France that is dedicated to preserving Verne's home and birthplace, and publishes a quarterly journal devoted to study of the author's works. According to the Hollywood Reporter review, RKO producer Pandro S. Berman bought the rights to Ermolieff's French version for $75,000. By importing Wohlbrck, who changed his name to Anton Walbrook for his American screen debut, RKO was able to use approximately twenty-two scenes from the French version. These scenes, according to Hollywood Reporter, were filmed in Siberia and included views of thousands of horsemen in battle, Tartar camps and a river on fire. The Hollywood Reporter review commented that old and new scenes were expertly blended. Walbrook and stage actress Fay Bainter are introduced by a title at the end of the movie as "two new RKO Radio Pictures personalities." Hollywood Reporter news items add Pete Rasch, Harry Semels, Philip Morris, Bud Fine, Pat Somerset, John Northpole, Murray Kinnell and Raoul Harvey to the cast, but their participation in the final film has not been confirmed.
According to modern sources, two special editions of the Verne book, published by Grosset and Dunlap and A. L. Burt, were issued with the movie. In addition, modern sources note that although the production cost a modest $400,000, the film production barely broke even at the box office. A television release title of the film was The Adventures of Michael Strogoff. In 1946, The Soldier and the Lady was re-released by Bell Distributing under the title The Bandit and the Lady, with Fay Bainter and Akim Tamiroff receiving top billing. In 1938, Ermolieff returned to France, hoping to produce Le fils de Michael Strogoff, but that sequel was never completed. In 1943, Ermolieff made a fourth production based on the original footage, this time in Mexico under the title Miguel Strogoff, El Correo del Zar, directed by Miguel M. Delgado. Among the many film adaptations of the Verne novel are the following: Michael Strogoff, a 1908 Essanay one-reeler; Michael Strogoff, a 1910 picture from the Edison Manufacturing Co., directed by J. Searle Dawley; Michael Strogoff, a feature made in 1914 by Popular Plays and Players (see AFI Catalog of Feature Films, 1911-20; F1.2917); a 1926 Universal-Films de France production directed by Victor Tourjansky and starring Ivan Mosjoukine, also titled Michael Strogoff; three European co-productions, Michael Strogoff, made in 1956, released in the United States in 1960 by Continental Distributing, directed by Carmine Gallone and starring Curt Jurgens, Strogoff, produced in 1970, directed by Eriprando Visconti and starring John Philip Law (not released in the United States), and a 1975 television mini-series directed by Jean-Pierre Decourt.