If anyone is into old Los Angeles, as I am, then some of the film noirs are awesome to watch just for the LA location scenes. Here are some that come to mind:
Double Indemnity - The opening sequences show downtown LA, the Biltmore, the long-ago demolished Philharmonic Auditorium (now a parking lot, future site of Park Fifth) and Pershing Square in 1944, the old Acme semaphore traffic lights, and even shows a crew working on the Pacific Electric tracks.
Kiss Me Deadly - you see old Bunker Hill and Angels Flight when it was in its original location, and you also see an early modern Wilshire Blvd. apartment high rise in Westwood (which still exists), where the main character lives.
Criss Cross - This one shows Union Station circa 1949, and stars a very beautiful and young Yvonne De Carlo as the femme fatale; there's a scene inside and outside of Union Station, and you can see the Olvera Street/Plaza area pre-freeway era.
D.O.A. - More old Bunker Hill shots, and I think you even see City Hall and the LA Times building in the background as the main character is walking along Bunker Hill. This movie came out in 1950. I particularly like this film because you also see vintage street scenes of San Francisco; apparently the area in front of the Ferry Building was all run-down by 1950.
Shockproof - more Bunker Hill scenes, circa 1949. I don't know if this one is out on DVD, I was fortunate to watch this at last year's Film Noir Festival at the Egyptian Theatre in Hollywood.
And of course many Charlie Chaplin and Harold Lloyd silent films show 1910s-1920s downtown LA, Echo Park, Silverlake and Hollywood.
Safety Last is my favorite Harold Lloyd film (probably my only favorite silent film), which shows downtown LA circa 1923. It's the film where Harold Lloyd's character hangs off the side of a building; the famous scene where he's hanging off of a clock was a set built on the roof of a building, with camera angles chosen so that it looked like he really was hanging off the edge of a real building; I believe that's Broadway down below:
From http://www.tcs.cam.ac.uk/issue/film/death-to-talkies/