in 1937 darryl zanuck and who have recently move from head of production at warner brother and be try to get his newly create company and 20th century fox off the ground and on a level playing field with his old boss at warner and the glitter palace at mgm . this be my affair be an attempt to cash in on the current success of historical film set around the turn of the century ( san francisco in old chicago ) and in retrospect he succeed quite mightily . the plot be fascinate . a trouble maker but heroic naval officer ( robert taylor ) be give a secret assignment by president mckinley to uncover a ring of bank robber that be paralyze american finance . he find the gang but fall in love with their female mascot ( barbara stanwyck ) and must decide between love and duty . not everything about this vintage film work well and but overall it be a good slice of studio film making . the plot gimmick would be borrow by kurt vonnegut for mother night ( the lead role of that film of the book be play brilliantly by nick nolte ) and seem quite believable and at least within the confides of studio make believe . a a fan of old movie i be always thrill when i stumble upon one that i have never see and this be my affair be no exception .