The Most Dangerous Game (1932)

Directed by Irving Pichel, Ernest B. Schoedsack

 First movie I can think of that follows the familiar story that, due to unforeseen events the central characters end up at the residence of a crazed maniac, who then chases them throughout the movie and it is eventually revealed that the circumstances that caused them to be there was in fact orchestrated by said crazed maniac.  Fay Wray is the damsel in distress and they re-used sets from King Kong!

4/5 crazed madmen say you should watch this movie.