From The Guardian:
Patrick Macnee nearly lost the role of bowler-hatted Steed because of his aversion to violence. In a 1997 interview he recalled being told by producers that he would have to use a gun on the show.
“I said, ‘No, I don’t. I’ve been in World War II for five years and I’ve seen most of my friends blown to bits and I’m not going to carry a gun.’ They said: ‘What are you going to carry?’ I thought frantically and said: ‘An umbrella.’”