Hi,
I think that was Marlene's 1937 movie, "Knight Without Armour" which also starred Robert Donat.
She plays a Russian Countess, who wakes up to the Bolsheviks burning her home and escapes in her nightgown and slippers and hooks up with a British army officer.
Throughout the whole movie, she looks like she just came out of makeup at MGM!!!!! Ahh!, Marlene!!!!!!!
Another star who went through a bomb blast and gunfire and a swamp with weeds - and emerged with her nylons still intact - was Madeleine Carroll in "Blockade" (1938)....
Just goes to show you - - you can't keep a glamour girl down.......
Larry