The 39 Steps (movie, 1935)

Canadian Richard Hannay, residing in London, meets secret agent Annabella Smith immediately following a shots fired incident. She asks to go home with him. Back at Hannay's flat the mysterious woman confides that she fears for her life and is on a critical mission relating to protecting state air ministry secrets. Later that night assassins murder her. Believed by the police to be her killer, Hannay is forced to go on the run and flees to Scotland in a desperate attempt to see Annabella's mission through before it's too late. Along the way he chances upon beautiful Pamela, who unwillingly becomes his accomplice in the mission.