The E-Flat Man(1935)

Elmer attempts to elope with his fiancée, but they escape her parents by driving off in a car that's actually owned by a wanted gangster. When they hear on the radio that the police are looking for them, they dump the car and hide out near a farmhouse. But the farmer's radio also broadcasts the couple's description, so they run away and start hitchhiking, only to be picked up by two policemen. They manage to flee into a railroad yard and hop a train that turns out to be refrigerated. Finally they decide to turn themselves in -- just as they learn that the real crooks have been apprehended.