It's a Wonderful World is a 1939 American screwball comedy starring Claudette Colbert and James Stewart, and directed by W. S. Van Dyke.
[1] Private detective Guy Johnson is well paid to watch over Willie Heyward, a wealthy man who likes to drink a bit too much and gets into trouble as a result.
In addition to her lover, the unfaithful woman discovers that her husband Ned Brown, an actor who she thought was dead, is still alive.
On the way to prison, Guy comes across a clue: a newspaper personal ad from "Half a Dime" asking to be contacted in a theater in Saugerties, New York.
Guy jumps from the moving train into a river, taking along the bumbling policeman handcuffed to him, Sergeant Fred Koretz.