This story mimics Hitchcock"s "The Lady Vanishes" which he later filmed for Into Thin Air (1955) in season one of Alfred Hitchcock Presents (1955). The show starred Sir Alfred Hitchcock's daughter, Patricia Hitchcock. The change to the plot being that the girl arrived in Paris with her mother instead of her brother.
Unusually for a British movie of this period, this filmed for four weeks in Paris.
The same story had been used as part of the German silent portmanteau horror film Eerie Tales (1919), directed by Richard Oswald, and starring Conrad Veidt.
Based upon an urban legend popular in America and Europe.
Audiences in 1950 had no trouble identifying where the somewhat ungainly title came from. It's from the fourth line of a well-beloved folk song, not heard much anymore: "Oh, dear, what can the matter be?/ Dear, dear, what can the matter be?/ Oh, dear, what can the matter be?/ Johnny's so long at the fair." It's no stretch to understand who Johnny is in the movie: It's Jean Simmons's character's missing brother, Johnny, and he certainly seems to have overstayed his welcome at this Paris World's Fair.