A Modern Bluebeard (Boom in the Moon) (1946)

In the final days of WWII, an earnest but somewhat dense sailor (played by Buster Keaton) is lost at sea. Months later, he makes a landing, but, not realizing that the war is over and thinking that he is in Japan, he surrenders to Mexican police, who mistake him for a serial killer. Thrown in a jail cell with an American thug, he is to be hanged next morning, when suddenly a rocket scientist offers him and his cellmate a chance to avoid execution if they pilot an experimental atomic rocket to the Moon. The unlucky duo (plus the scientist's beautiful niece who ends up in the rocket by accident) go into space, but a mishap makes them land back in Mexico within miles of their point of departure. Thinking that they are on the Moon, the trio attempt to communicate with the natives who, of course, think them crazy, until the situation resolves itself.