If its in the UK shouldn't it be "O Bother, where art thou?"

Now here is a puzzler; I tuned in to the last ten minutes of an American film, possibly made back in the forties. Couldn't get the gist of the story as it was ending. One of the characters, I guess he was a Hollywood writer or director spoke of his pet project, the title of which was: (drum roll) "O Brother Where Art Thou?". I couldn't learn the name of the film as our PBS local just went on with it's programming after the film and didn't mention it. Anyone know what 1940's movie I am referring to?

CB