I've seen "My Fair Lady" half a dozen times and even took a shot at reading Bernard Shaw's play, Pygmalion, but I wasn't aware of a movie made of this marvelous work before the 1964 musical with Rex Harrison and Audrey Hepburn (one of my heroes).
Tonight I ran into the 1939 "Pygmalion" (buy the DVD or video here) with a pre-"Gone With the Wind" Leslie Howard and the wondrous stage actress Wendy Hiller. The movie won an Oscar for Shaw's screenplay, featuring sparkling dialogue and both Hiller and Howard were nominated as lead actors. This movie was not a musical ("My Fair Lady" was, of course) and, frankly, I think it is far, far stronger than the '64 version.
This is not a light, sentimental romantic comedy, though the dialogue is occasionally brilliantly comedic. Howard is an imposing, intimmidating bully, callously "creating" his masterpiece in Eliza Doolittle. Hiller is tough, street-smart and vulnerable as Liza and ultimately Howard's equal, despite the rigid British social stratification.
Perhaps my favorite character in this version is that of Liza's father, Doolittle, the rhoguish, amoral opportunist who ultimately strikes it rich by being himself. He is played by the very funny Wilifrid Larson.
This represents a lot of words for a 70-year-old movie, but let me assure it is worth every minute of your time.