That whole picture was an accident. Doug was wooing Mary Pickford at the time she was married to Owen Moore, who lost his patience and began making threats of some kind or another. I was coming back from New York to make a picture with Doug, and I got on the train and was riding toward Los Angeles when I got a telegram from him saying, “Imperative. Meet me in Salina, Kansas, and we will return to New York”. So I got off at Salina and Doug arrived on the next Chief, and while we rode back to New York, he told me why he had to get away from Los Angeles and that embarrassing situation. But we still had to make a picture, so between Salina and New York, we cooked up the idea of A Modern Musketeer. I asked him if he’d ever been to the Grand Canyon because I thought it’d be an interesting place to work, and he said, “No”, so that was one location. And I’d never seen Canyon de Chelley over in the Navajo country near Albuquerque, so we decided to work out there, too. We made up a story of an imaginative young fellow who’s very restless in his little Kansas hometown. He dreams of riding out like D’Artagnan on a horse. To show how restless he was we had him run through the town and onto the church and up the steeple. Well, finally, he rides out in a little yellow Model T Ford – that’s his steed – and he gets into a series of adventures we invented as we went along. It was a comedy, but with plenty of melodrama. We had our heavy and we had to throw him off a cliff. Whenever I see a cliff, I’ve got to throw someone off it. […] We had plenty of suspense, but we were playing from the humorous side. These dangers were all real to him, though, and the audience enjoyed his discomfort. We had a lot of funny things in that one. […] Fairbanks contributed a lot. He didn’t do any directing per se, but he did a lot of creating, a lot of the stories, the movements, the gags. We all did. Vic Fleming was our cameraman and he used to come up with ideas, too. Sometimes we’d invent them on the spur of the moment. It was a team at work, and I always insisted on that, so I can never recall which member of the team was responsible for any definite thing. Everybody contributed.

Allan Dwan, in Peter Bogdanovich, Who the Devil Made It: Conversations with Legendary  Film Directors,  Alfred  A.  Knopf, New York 1997