
In the 1938 Hitchcock film "The Lady Vanishes" Redgraves plays a character named Gilbert and Lockwood plays Iris Henderson.
During the film Iris asks Gilbert to elaborate upon a theory he has, in response to this he dons a nearby deerstalker, grabs a pipe and together they pretend to be Holmes and Watson as he explains it.
You can see the full film on youtube but the specific Holmes and Watson connection is just under an hour in. Click HERE to be taken to part of the movie the Holmes and Watson moment happens.