Before watching the movie:
This film’s use of archive footage within the narrative reminds me of What’s Up, Tiger Lilly?, but when I try to draw a tighter comparison, they aren’t really all that alike. The Woody Allen film takes a few foreign films and uses the audio to dub a new story onto it. I can’t quite tell if this is new material supported by old films or new material stringing old film clips together, but there’s much more new content on the screen than in “Tiger Lilly”. I get the idea it has more in common with Forrest Gump than the other. I’m sure there’s a better example of new material interacting with old material to tell a new story, but I can’t bring it to mind.
Otherwise, this looks like a standard noir detective spoof rested on Steve Martin’s capable back. It’s hard to say much past that, since everything I can find about it focuses on the classic clips.