In Alan Clark's Diaries, he writes, "I am curious, yellow" without hinting at the film of that name. The full quote, from Friday, 17 March 1989, reads: "Arrived here [Mamounia Hotel. Marrakesh] 'for a complete rest', ...entirely at my own ... expense. I am curious , yellow, as Winston was here before the Casablanca Conference; and down the years other louch figures." Does this phrase, or sentence, mean anything apart from as the title of a well-known Swedish film?
no. There were two films, I think - the other one was I am curious - blue. Blue and yellow are the colours of the Swedish flag and the films were supposed to say something about Sweden in the 1960s. They don't have any other meaning in English, and I expect Clark just automatically inserted the word yellow after curious as a joke.