Lubitsch was perhaps at the peak of his mastery of the genre of epic, sweeping romance when he made "The Love Parade" in 1929. Once again he worked with Chevalier and MacDonald, with supporting roles played by Lupino Lane, Lillian Roth and Ben Turpin. Jean Harlow plays an extra in the opera house scene, both as an instrumentalist in the orchestra, and as a patron in a box. The film was nominated for six Oscars, including the new that year Best Sound Recording. MacDonald plays a queen, who marries an army officer (Chevalier); the film is a comedy about the queen and her consort adjusting to their new marriage.
This link is to an article in the Boston Globe about Lubitsch musicals: http://www.boston.com/ae/movies/articles/2008/03/02/lubitsch_made_music_beautiful