- Marlon Brando took possession of Cox's ashes from his widow in order to scatter them at sea but actually kept them hidden in a closet at his house and frequently talked to them. The" Los Angeles Times" on 9/22/2004 quoted Brando's son, Miko C. Brando, to the effect that both his father's and Cox's ashes were scattered at the same time in Death Valley, CA, following Brando's death.
- Once appeared in a TV commercial for men's underwear in the 1960s, but Standards and Practices, at the time, banned the commercial from broadcast. The offending material was Wally opening his dress shirt to reveal a small segment of his undershirt. This was considered "exposing underwear on a live model" and the commercial never aired.
- Was a childhood friend of Marlon Brando. The young Brando once tied young Cox to a fence and left him bound overnight. They later met again in New York City in the 1940s and became best friends, a friendship that lasted until Cox's death.
- Despite his slight, timid features, his real-life hobby was motorcycle riding. His timid features also belied the fact that he was actually quite athletic.
- For over six years (1966-73), he was the upper left square on The Hollywood Squares (Daytime) (1965).
- Studied with Stella Adler in the 1940s in New York and became roommates for a time with Marlon Brando. Cox moved out reportedly because he couldn't stand Brando's pet raccoon. The unlikely pair, however, remained lifelong friends.
- Invoked Tyrone Power's name in an underwear commercial saying, in his best, Mr. Milquetoast voice, "I may look like Wally Cox, but, inside, I'm Tyrone Power".
- Wrote a mystery novel for children, "The Tenth Life of Osiris Oakes," about a young boy who steals a mummified cat from a museum, only to have it come back to life.
- Was the television spokesman for Canada Dry's Sport Cola circa 1970.
- Graduated from Denby High School in Detroit, MI, in 1942.
- Biography in: "Who's Who in Comedy" by Ronald L. Smith, pg. 122-123. New York: Facts on File, 1992. ISBN 0816023387
- Grandson of Eleanor Atkinson.
- Not to be confused with U.S. soul singer, arranger, and Marvin Gaye promoter Wally Cox.
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