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Produced by silent-film comedian Harold Lloyd, My Favorite Spy is a vehicle for bespectacled bandleader Kay Kyser, who resembles Lloyd more than somewhat. Just before embarking on his honeymoon with new bride Terry (Ellen Drew), Kyser is drafted into the Army. Proving to be a monumentally inefficient soldier, our hero is nonetheless pressed into service by US intelligence officer Major Allen (Moroni Olsen). It seems that Nazi agents have been passing secrets in the nightclub where Kyser's band performs, and Allen wants Kay to act as a counter-espionage agent. To maintain his cover, Kay is discharged from the army in disgrace, and is ordered to noisily make himself a "security risk", so that Nazi chieftan Robinson (Robert Armstrong) will invite Kay to join his spy operation. Trouble is, Kyser must keep his espionage activities secret from everyone-even his wife Terry, who is growing ever more impatient over Kay's unexplained absences from her boudoir. Making matters worse, Kyser is teamed with glamorous blonde secret agent Connie (Jane Wyman), whom Terry understandably suspects of being Kay's clandestine sweetheart. A multitude of slapstick situations follow, culminating in a wild chase through an abandoned theater, with Kay Kyser making like Harold Lloyd to rescue his wife from the Nazis. As directed by Tay Garnett, Kyser's ongoing marital woes seem more pathetic than funny; in addition, his Secret Service cohorts come off as the most sadistic bunch of "good guys" in screen history, bursting with laughter every time Kay's wife throws him out of their apartment. Even so, My Favorite Spy has a few genuine laughs, especially in the final reels.