What the Dickens got into me? Now I'm a huge Hitchcock fan as it happens (and so far he's won for BLACKMAIL), but while 39 STEPS is an established classic probably unnominated by the real Academy awards, I'm more familiar with CITIES. You may well be right, because unlike CITIES, I haven't seen it in full. Or BRIDE OF FRANKENSTEIN either.
And STEPS very likely better than CAPTAIN BLOOD or CRIME IN PUNISHMENT, since BLOOD is a warm-up to livelier Errol Flynn films, while PUNISHMENT has a boderline-corny ending and is no match for Dostoevsky's novel.