The Pleasure Garden (1925)

Among other reasons, it's the director's first thriller (his previous flicks, The Pleasure Garden and The Mountain Eagle, were both melodramas); it incorporates one of his favorite themes, that of a potentially innocent man being hounded for a crime he may not have committed; it features some nifty techniques that would come to full flower in subsequent works; and, as the cherry on top, it features the first of his legendary cameo appearances.