The 39 Steps (1935)

Richard Hannay, a Canadian in 1930s London, becomes entangled in a deadly espionage plot after meeting Annabella Smith at a music hall. Annabella claims to be a spy fleeing assassins and reveals a conspiracy to steal British military secrets involving "The 39 Steps" and a man missing part of his pinky finger. When she is murdered in his apartment, Hannay is wrongly accused and goes on the run, chased by both police and spies.