Did James Cagney say “You dirty rat!” in any of his movies? July 14, 2020November 22, 2009 by Pamela Landy No, James Cagney didn’t say “You dirty rat!” in any of his movies. Related Answers Why did Dirty Harry say he was called dirty? How many Dirty Harry movies have been made? Who played the title characters in the TV movie pilot “Cagney and Lacey”? What is James Cagney’s sign-off line (as George M. Cohan) in Yankee Doodle Dandy (1942)? What was James Cagney’s last movie? In his confrontation with a bank robber in Dirty Harry (1971), did Harry Callahan (Clint Eastwood) fire five shots or six?