I heard this before, but am glad I found confirmation from another source:
Towards the end of the “making of …” featurette [for Dr. Zhivago], Geraldine Chaplin (Charlie Chaplin’s daugher) recalls that during filming late one night (about 3:00 am) the script called for a crowd of local Spanish extras to march through the streets of “Moscow” (near Madrid) waving huge red communist banners and singing the Communist “Internationale.” Ms Chaplin said that, much to the crew’s surprise, the Spanish extras all seemed to know the song. As well, they sang it with particular enthusiasm — so much so that the police-state police showed up to “monitor” the proceedings. The really amusing part, though, came when Ms Chaplin related how local Spanish villagers, roused from their sleep by the boisterous singing of the Internationale, began popping open wine bottles in celebration. It seems they thought that the joyful singing meant that Franco must have died.