Where is Wally in Hollywood the foreign legion?

It seems you're asking about the character Wally from the comic strip "Where's Wally?" (or "Where's Waldo?" in the US). There's no Wally character in the movie "Hollywood the Foreign Legion."

The movie "Hollywood the Foreign Legion" is a 1940 film starring the comedy duo Abbott and Costello. It's a musical comedy about two Americans mistaken for soldiers in the French Foreign Legion.

Perhaps you're confusing the movie with another work, or are interested in a different aspect of the "Where's Wally?" series. Could you please clarify your question?