This is a golden oldie, directed by Alfred Hitchcock. Given it's so old, I'm including some spoilers, though if you're a Hitchcock fan you already know to expect plot twists. Knowing them does not detract from the effectiveness of their implementation.
He's playing with the assumed omniscience of the camera, as signified by a character entering a front door of a house, and closing it, yet we the audience are magically inside, nothing closed in our faces. We're in! We'll get to see the body too!
The character proceeds up the staircase and we're taking in every detail, sure this is all a true memory, given the frame for this shot is all a flashback, a story being told by an innocent fugitive just trying to do the right thing.
A theme is humans manipulating one another, which is sometimes a good thing as when coaching a team of players to win games, other times trickier, as when withholding critical information that would make a world of difference to some player.
Our heroine needs to do some under-cover work while eluding a detective working the same case, without getting caught. The heroine's dad is also a conniver. The dad clearly has his daughter's interests at heart.
The movie builds up our rage against the vain and seemingly superficial Marlene Dietricht, until we realize she's actually not as portrayed in the flashback. When we realize that's all a made up story in most respects, it's almost too late in the game.
That's how Hitchcock plays tricks with our miss-assumed voyeurism. We're lulled into thinking we're omniscient, but we're not. We've been hoodwinked by the master director again.
Ordinary Smith (Wilfred) adds a lot to the plot in having more of a "steel trap" kind of mind, as detectives are wont to develop. He puts two and two together rather quickly, given sufficient information. The under-cover girl is like that too, so one senses they'll make a good couple.
I wrote all of the above before watching the Special Feature commentary on the DVD, wherein the camera through the door shot, and the "false flashback" are much discussed. I'm gratified I could come up with such on-target commentary all on my own then.