The Milky Way is a classic example of the comedy of mistaken identity. Harold Lloyd plays a mild-mannered milkman who finds himself suddenly being promoted as a brawling boxer after getting into a fight with a drunken heavyweight. The film finds both Lloyd and McCarey skillfully and successfully adapting their experience with silent comedy to sound. Their use of improvisation on the set generated one of The Milky Way's highlights: a sequence of Lloyd loading a horse into a taxicab. The result is a film generally acknowledged as one of Lloyd's best in the sound era.