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We Can't Have Everything was at once a typical Cecil B. DeMille marital comedy and also a satire of the whole genre. Aware that her wealthy husband Peter (Thurston Hall) is cheating on her, socialite Charity Cheever (Kathlyn Williams) nonetheless remains faithful to him, spurning the affections of her former suitor Jim Dyckman (Elliot Dexter). Advised by Charity to find a "nice girl" for himself, Jim ignores her and goes ga-ga over mercenary movie starlet Kedzie Thropp (Wanda Hawley). Meanwhile, Charity finally divorces her husband, only to discover that Jim is now beyond her reach. Fortunately for Charity, Kedzie grows weary of her marriage to Jim and sets her sights for a British nobleman (Raymond Hatton). Kedzie sues Jim for divorce, citing Charity as co-respondent. The result is a happy ending for Charity and Jim, and a deliciously ironic denouement for the scheming Kedzie. The highlight of We Can't Have Everything was the scene in which Kedzie's movie studio catches fire, an episode reportedly inspired by a real-life blaze which occurred on the Paramount lot. Also worth noting was the performance of Tully Marshall as a pompous movie director -- a sly takeoff of the film's actual director, C.B. DeMille.