The 39 Steps

E:
I'm a big Hitchcock fan. And in the spirit of full disclosure, G and I saw the Broadway play based on this Hitch moobie. We loved it so much we had to Netflix the DBD.
Hitchcock's filmography can be broken down into three broad phases: English silent moobies, English sound moobies and his Hollywood era. The Hollywood era being the longest and containing his most famous films. The 39 Steps was one of his English sound films.
Made in 1935, it's the story of an ordinary man thrown into extraordinary circumstances. At a vaudeville show, he crosses paths with a spy. She asks for his help, he finds her dead in the morning. Now on the run, he has to save himself and stop group of spies from stealing top-secret information.
It's a lot of fun. Especially after seeing the play. I recommend both.