She's No Lady(1937)

Alden "Bill" Carter III sees a beautiful woman, Jerry, dining alone at the Park Savoy in New York, and after a brief flirtation, introduces himself. After he entreats her to be his "mystery woman" to make his girl friend jealous, Jerry agrees to attend a reception that night with him at the Douglas home. This plays right into Jerry's plans, as she is a jewel thief who intends to steal the Douglas jewels with her cohorts, Uncle John and Jeff...