Our Hospitality (1923)
This is a costume-period piece set in 1830s Kentucky. The Canfields and the McKays are feuding clans (essentially the real life Hatfields and McCoys renamed). In New York Willie boards a train (an exact recreation of the original "Stephenson Rocket"); on board he meets Virginia Canfield (the actress is Buster's real life wife). The dramatic waterfall rescue near the end is performed by Buster himself.