The climax of the movie O Brother Where Art Thou involves popular gubernatorial candidate Homer Stokes trying to turn a crowd at his fundraiser against the "Soggy Bottom Boys" by revealing their shady past.
One of the things he reveals is that he is a member of the KKK, and personally witnessed the three interfering with a cross burning ceremony and lynch mob "in the performance of it's duties" -- which in context can only mean murdering a black person.
According to this question, by the time of the movie in 1937, being affiliated with the KKK was definitely not something a public figure would want publicized, as the group's violent and criminal activities were well known and their level of social acceptance, even in the South, was basically gone.
So, why was Stokes so willing to openly admit his membership in the group, particularly given the close campaign he was in the middle of?