I've read Pygmalion and I've seen - and enjoyed - the stage musical of My Fair Lady, but I'm not sure I ever watched the film. I read there was a controversy over Julie Andrews, who starred in the stage version, not being cast in this movie, especially as Audrey Hepburn's singing ended up being dubbed (by Marnie Nixon, who also appeared in The Sound of Music).

(ETA: I see this has been pointed out by other commenters as well :-) )