Googlevideo has it online:
Moria describes it as "a classic psycho-thriller from the 1940s" and calls it "quite entertaining". Variety says, "It is Laird Cregar's picture. As 'The Ripper' he gives an impressive performance." The New York Times has this snipey comment:
If "The Lodger" was designed to chill the spine—as indeed it must have been, considering all the mayhem Mr. Cregar is called upon to commit as the mysterious, psychopathic pathologist of the title—then something is wrong with the picture. But, if it was intended as a sly travesty on the melodramatic technique of ponderously piling suspicion upon suspicion (and wrapping the whole in a cloak of brooding photographic effects), then "The Lodger" is eminently successful.