Rick: How can you close me up? On what grounds?
Captain Renault: I'm shocked, shocked to find that gambling is going on in here.
[A casino worker gives Renault a wad of money.]
Casino Worker: Your winnings, sir.
Captain Renault: [Quietly] Oh, thank you very much. [Loudly] Everybody out at once.
Conrad Veidt, who played Maj. Strasser, was well known in the theatrical community in Germany for his hatred of the Nazis, and in fact was forced to hurriedly escape the country when he found out that the SS had sent a death squad after him because of his anti-Nazi activities. See more...
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Major Strasser refers to Rick as a "bumbling American." Capt. Renault then replies, "We mustn't underestimate American blundering. I was with them when they blundered into Berlin in 1918." During World War I, no Allied soldiers ever attacked or occupied Berlin. In fact, when the war ended Germans still occupied some French territory. This led in part to the rise of Hitler and World War II because of the belief that Germany did not really lose World War I but was sold out by various conspirators.
When Rick is talking about the German guns shelling near Paris, he describes them as 77's (non-existent) - likely meant the famous 88's used as anti-aircraft and tanks as well as for wheeled guns. [The line was originally "88s" but was changed at the request of the War Dept. so as to not tip the German's hands that we knew about the 88s.]
The opening credits name S.Z. Sakall as S.F. Sakall, and the globe of the world which follows the credits has the USSR listed as the Union of Socialist Soviet Republics. The original name of the USSR in Russian was "Soyuz Sovetskikh Sotsialisticheskikh Respublik" which clearly translates as Union of Soviet Socialist Republics.