inspector hornleigh goes to it (1941)

aka Mail Train.
"This sort of thing shatters your faith in women."
Detective's Hornleigh (Gordon Harker) and Bingham (Alastair Sim) and sent into the army to stop petty pilfering, but come up against a gang of Nazi spies, and end up on a mail train unable to trust anyone.
Harker and Sim make a fine double act, in this comic spy caper.