At The Toast, Mallory Ortberg has a list of films from the 1920s and 30s — prior to the widespread adoption of the Hollywood Production Code and its morality guidelines — that are actually worth tracking down through Amazon, Netflix, and other sources.
Most of the movies made during this era have been lost, and not all of those that survived are timeless classics. Studios were still figuring out what worked in a talking picture and what didn't, so there's lots of problems with pacing — some movies waste several minutes on dead air in scenes that would have been cut entirely just a few years later. Serious technical issues dog the crop from 1928-1930, too; there's one film where every time you see a character holding a piece of paper, it's soaking wet because at the time there was no other way to keep from picking up every crackle and rustle of a dry sheet of paper with the microphones. So there are more than a few pre-Code films that have been deservedly forgotten.
That said, Ortberg offers up a nice accounting of the ones you should check out, arranged in categories such as "Worth Watching For Any Reason", "If You Want To Get Into Pre-Civil-Rights-Era Racial Dynamics", "Worth It For the Titles Alone", and "If You Want To Take A Deeply Uncomfortable Journey To Another Time" (which hits all the fun horrible things of the past not covered by the racial dynamics category).