I just watched two movies that really make me want to run an early-20th century adventure game:
Both star Anna May Wong, which is how I ended up watching them. I'd seen her in Limehouse Blues (also a good one), and someone lent me a copy of Shanghai Express (her plus Marlene Dietrich) so I watched that, finally, last night. That in turn led to Lady from Chungking (1942).
Both Shanghai Express and Lady from Chungking take place in China - one pre-WWII, in 1932, and the other in 1942.
Shanghai is a genuinely excellent movie. Lady is not, but AMW is good, and it's got a plot like a game session.
The action is realatively small-scale, and involves only a few people at a given time. Firepower is there but low, and mostly turns up in the hands of the main characters when it matters most. Both would make good game sessions (or a multi-session trip, for Shanghai Express) or short multi-session adventures. Very straight-up adventure with only a few characters to keep track of and lots of stuff to do, and choices to make. If I had the gamers available to run a short pre-WWII China-based Cliffhangers game, I'd be all over it after watching them.
You can probably find all three online - I found Lady from Chungking on Youtube and Limehouse Blues on Vimeo or Dailymotion a long time ago . . . not sure, now.