 California's Sierra Nevada range, Alabama Hills and surrounding areas doubled as the Khyber Pass for the film.Douglas Fairbanks, Jr. reported in a featurette interview on the DVD release that in his travels, he has met several Hindi Indians who were convinced the external scenes were filmed on location in Northwest India at the actual Khyber Pass.A few interiors were made on sets at RKO Radio Pictures Hollywood sound stages, and one exterior scene filmed on the RKO Encino movie ranch.