That's Right - You're Wrong (1939)

A fictional-story film in which many of the people seen in it are using their real name portraying the character who shows up in this fictional film in a completely fictional-and-staged setting, which means their role name is their own name, and is not any combination of "Self": The fictional J. D. Forbes, head of the (fictional) Four Star Studios in Hollywood, informs his associate producers that business and attendance at Four Star Films has tanked, and changes must be made. J. D. has decided that the movie-going public has to be offered down-to-earth entertainment such as that offered by a band leader named Kay Kyser, who puts on a radio and-live theatre program called "The Kollege of Musical Knowledge," and Forbes dictates to his hirelings to "get me Kay Kyser." When Chuck Deems---a fictional character playing the manager of a 'real' band---gets the studio offer, he and band members Ginny Simms, Sully Mason, Ish Kabiddle, Harry Babbitt and the others are all fired up at the prospect of going to Hollywood and working in the movies, but band-leader Kay is all against it and says his old grandmother ( a fictional character and not the actual Kay Kyser grandmother ) has told him to stay in his own back yard, but he relents. Once there, Stacey Delmore (a fictional character), a Four Star associate producer left in charge of the studio while Forbes is out of town, discovers that the screenplay writers, Tom Village and Dwight Cook, have prepared a script that has Kay Kyser playing a glamorous lover in an exotic European setting, and Delmore, after meeting Kay Kyser, sees real quick like that a rewrite has to be done. Lots of fictional things follow including a fictional press conference.