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The following dedication appeared in the opening credits of this film: "Dedicated to the United States Department of Justice, whose coperation made this picture possible." In addition, the opening credits contain a statement claiming that this was the first film to feature "scenes actually photographed in our federal prisons." This claim is inaccurate, however, as there were other films prior to They All Come Out that used actual footage of federal prisons. According to Variety and Hollywood Reporter pre-release news items, M-G-M originally intended the film to be a four-reel documentary on the federal prison system. The picture was to have been a special short in Metro's "Crime Doesn't Pay" series, which was produced cooperatively with the Justice Department. Director Jacques Tourneur and cameraman Clyde DeVinna reportedly began filming prison scenes over a period of two months in the latter part of 1938. They All Come Out was eventually expanded to a feature-length film when M-G-M decided to add the plot of Joe and Kitty's romance. The film marked producer Jack Chertok's first feature film assignment. According to a contemporary source, some scenes were filmed on location at the Beverly Hills branch of the Bank of America; the U.S. Hospital for Defective Delinquents at Springfield, OH; the Women's Reformatory at Alderton, WV; the Federal Prison at Atlanta; the Chillicothe Ohio Reformatory; and at Alcatraz Prison. A contemporary New York Times article notes that "a government policy against publicizing narcotic addiction, together with the Hays office, eliminated the Leavenworth annex from the story."