So This Is Arizona (1922)

Young Norman Russell finds a purse dropped by a young woman who was horseback-riding. When he finds that she has left for Arizona, he decides to go there to return her purse to her. A policeman sees him and thinks that he's a criminal, and notifies the sheriff of Lone Rock, Arizona, where Norman is headed. The sheriff mistakenly thinks that Norman has a stolen diamond necklace in the purse, and Norman doesn't return it for fear he'll be arrested. Soon Norman finds himself involved with a gang of crooks who frame him for a murder.