The General (1927)

http://www.imdb.com/title/tt0017925/
QUOTE
Johnnie (Buster Keaton) loves his train ("The General") and Annabelle Lee (Marion Mack). When the Civil War begins he is turned down for service because he's more valuable as an engineer. Annabelle thinks it's because he's a coward. Union spies capture The General with Annabelle on board. Johnny must rescue both his loves.
http://video.google.com/videoplay?docid=186236766696676907
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Sherlock Jr (1924)

http://www.imdb.com/title/tt0015324/
QUOTE
A projectionist and a sheik are rivals for a girl. The sheik steals her father's watch and Sherlock is blamed. Back at his projectionist's job he dreams himself and everyone else in his life into the movie which is playing. He is now Sherlock Holmes looking for some stolen pearls.
http://video.google.com/videoplay?docid=-8074699069179823154
