Production timeline
According to the Hollywood Reporter, principal photography of The Spider's Web began on Monday, August 29th 1938, and wrapped a month later on Thursday, September 29th. The first chapter was then released less than a month later on Saturday, October 22nd.

Original title
The Spider's Web was originally titled The Spider - Master of Men. One can find this title on the captions attached to the backs of early promotional photos and also on artist Glenn Cravath's poster sketches. (Notice the crudely written "'S WEB" on the three-sheet sketch.) So when did it change? Apparently, the day after filming wrapped! Blood N Thunder's Ed Hulse writes: "On [September] 30th the title was officially changed from THE SPIDER, MASTER OF MEN to THE SPIDER'S WEB. This explains why so many pre-release publicity stills have captions with the old title: principal photography on the serial was completed less than a month before WEB was officially released on October 22nd. Even though the serial was still in the cutting room, stills were already being sent to weekly and monthly magazines due to their deadlines."

John Trent as the Spider?
Preeminent serial scholar Ed Hulse turned up the following startling information: "Warren Hull was not only not the producer's first choice for Wentworth, he was a last-minute replacement. According to the Hollywood Reporter (a daily, then as now), shooting was supposed to begin on Thursday, August 25, 1938. An item printed in the issue of the 24th indicated that the part of Wentworth was to have been played by John Trent, a former commercial airline pilot who had started acting in films in 1937. He was briefly a Paramount contract player but was already freelancing by the time Spider came along. (In 1939 he played Tailspin Tommy in four features produced and distributed by Monogram.) A followup piece in the Reporter stated that production actually began on Monday the 29th, with Hull in the lead opposite Iris. Obviously Trent dropped out at the very last minute, just a day or two before filming was to have commenced. Why -- who knows? In any case, Hull must have been signed on Thursday the 25th or Friday the 26th."

Costume recycling
The Spider's mask pops up in another serial following The Spider Returns (1941)! In Columbia's 1951 low-budget cliffhanger Mysterious Island (based on the Jules Verne story) the men from Mercury wear Spider masks, as well as shirts apparently borrowed from Buster Crabbe's Flash Gordon (Universal).