Rex had a reputation for being very abrupt with his fans. One night after a stage performance of My Fair Lady, it was late, cold and pouring with rain and there was an old woman standing alone outside the Stage Door. When she saw Rex, she asked him for his autograph. Rex told her to "Sod off", and the old woman was so enraged at this that she rolled up her program and hit him with it. Stanley Holloway, who had followed Rex out in time to see this, congratulated him on not only making theatre history, but, for the first time in world history, "the fan has hit the sh*t."