Filming on You Can't Take It with You began in April 1938 at the Columbia Studios Ranch in Burbank, California. It was a happy set, and the ensemble cast got along fine, much to everyone's relief. The only difficulty Capra had was with actor Edward Arnold, who plays James Stewart's snobby father. Arnold himself was a delight, but he had a bad habit of repeatedly blowing his lines, which frustrated Capra and everyone else to no end. "But," said Capra in his autobiography, "if you could put up with that-and I gladly did-Arnold was a powerhouse on the screen."

For teenager Ann Miller, the part of Essie was a dream come true and she wanted to make a good impression. To her great embarrassment, however, she immediately committed a faux pas regarding director Frank Capra. "I knew Frank Capra only by name, not by sight," she explains in her 1972 autobiography Miller's High Life. "And since no one bothered to introduce us, my first day on the set I mistook him for an office boy-and I guess I treated him like one until someone set me straight. He was good-naturedly letting me get away with it." Meanwhile, because of her ignorance regarding how to properly protect her feet while wearing ballet toe shoes, Miller was in pain for most of the filming. Ever the professional, though, she put on a happy face and didn't dare complain. "I got out there and danced on my toes and did what I was supposed to do, all right. I was supposed to be rotten anyway, in the picture, and I was in such pain that it was easy enough to play the role of a lousy ballet dancer. But what it did to my toes! It almost crippled me...by the time I finished work my feet were a bloody mess. Every night my mother would make me soak my feet and she would put bandages on them. Then I would go back the next day and do it all over again." Sometimes co-star James Stewart would catch Ann Miller off by herself crying. Attempting to cheer her up, Stewart would always offer her a candy bar, which she would gladly take. She ate so many of Stewart's candy bars while making You Can't Take It with You that she had gained 24 pounds by the time shooting was over. Despite the weight gain, she never forgot his well-intentioned kindness.

Despite having to dance in pain throughout the making of the film, Ann Miller still found her experience on You Can't Take It with You "magical." James Stewart also found working with Capra to be wonderful. "He brings out the best in an actor," said Stewart. "He doesn't demand effects, he coaxes them out of you; I wouldn't call his direction subtle so much as evocative, gently guiding...I think his approach is a unique one among directors. Certainly it worked magically for me."

When You Can't Take It with You was completed, the word of mouth was so good that Columbia was confident enough to hold a massive international press screening prior to its release. Reviews were phenomenal, and Capra's sixth straight box office hit won the Academy Award for Best Picture while Capra himself took home the award as Best Director.