The building the Disney characters parade by is the Canadian Parliament Building.
"All Together" from 1942 is the final of four educational Cartoons to promote the Canadian War Savings Plan. The three other Cartoons were: 1941s "The Thrifty Pig (1941)", "7 Wise Dwarfs (1941)" and 1942s "Donald's Decision (1942)".
"All Together" from 1942 is the third to last Cartoon featuring Horace Horsecollar and Clarabelle Cow until their cameo appearance in the 1983 Mickey Mouse featurette "Mickey's Christmas Carol (1983)", 41 years later. The other two following Cartoons are the 1942 Mickey Mouse Cartoons: "Mickey's Birthday Party (1942)" and for the final time in "Symphony Hour (1942)" from 1942.
Mickey's design in "All Together" from 1942 is his old design with the black oval-shaped eyes, and doesn't feature him in his experimental design with the perspective ears, which was how he looked in this period. This is because all of the animation of him is reused from the 1935 Mickey Mouse Cartoon "The Band Concert (1935)". The only difference is that he has slightly different colors, such as his face being more flesh-colored instead of white.
"All Together" from 1942 marks the first of only two Cartoons featuring Mickey in a World War II propaganda film, here with reused and recycled animation of the 1935 Mickey Mouse Cartoon "The Band Concert (1935)". The only other Cartoon is the following documentary Cartoon "Out of the Frying Pan Into the Firing Line (1942)" from 1942, where Mickey appears on a portrait as a soldier on a wall in Minnie's house.