The Lady Vanishes is a 1938 Alfred Hitchcock movie starring Margaret Lockwood, Michael Redgrave, Dame May Whitty and Cecil Parker. There is a Criterion edition of this film, but the DVD we have is a no-frills version.
The Internet Archive has this one online:
The New York Times says, "If it were not so brilliant a melodrama, we should class it as a brilliant comedy." Slate has a lengthy treatment with video clips. Films de France declares that it is "Considered to be the best of Alfred Hitchcock’s British films (or, at the very least, a close second to his The Thirty Nine Steps)". Slant Magazine says, "The film is a comic satire on British blindness to Germany's rising threat, standing now as Hitchcock's cleverest statement on the war" and closes with this: "Hitchcock's film shines both as the bold technical achievement it was in Britain in 1938 and as a charming and relevant production today."
7/6/2009: FilmFanatic has a review.