The Crystal Ball (1943)
Starring Paulette Goddard and Ray Milland as Brad Cavanaugh.
The Lost Weekend (1945)
Starring Jane Wyman and Ray Milland as Don Birnam.
Milland was the first performer to win an award at the Cannes Film Festival and an Oscar for the same role (Don Birnam in The Lost Weekend (1945)).
The Big Clock (1948)
Starring Charles Laughton and Ray Milland as George Stroud.
The Flying Scotsman (1929)
Ray’s second film and first credited role was produced by British International Pictures. Watch it on YouTube.
Engine driver Bob is due to retire from his job after years of distinguished service. On Bob’s last day working aboard the famous Flying Scotsman, a disgruntled fireman, dismissed after being reported for drinking at work, decides to get his revenge on Bob (who reported him to the company) by causing an accident. Meanwhile, the fireman’s amorous young replacement has fallen in love with a beautiful girl, whose father, unbeknown to him, happens to be Bob (and who has also boarded the train in an attempt to stop the villain).
Ray played an extra in the nightclub scene. The film stars Anna May Wong and was produced by British International Pictures. (BIP)
The Informer (1929)
Ray plays a sharpshooter in the film starring Lya de Putti and Lars Hanson.
From the BFI database:
Set during the Irish rebellion of 1917. Gypo Nolan informs on his friend who shot a policeman.
Ray plays an extra in the nightclub scene. The film stars Anna May Wong and was produced by British International Pictures. (BIP)
The Bachelor Father (1931)
Starring Marion Davies. Milland plays Davies’ brother, Geoffrey Trent.
The film was produced by Metro-Goldwyn Mayer. Milland’s first American film was also produced by MGM (Way for a Sailor starring John Gilbert in 1930) though Milland would spend most of the first half of his career contracted to Paramount Pictures.
His first option was actually with MGM, but it was (un)fortunately not renewed. Broke in 1933, his father-in-law forced Milland’s wife, Mal, to move back home and advised Ray to go back to England and come back when he could support Mal. This is exactly what he did…
Synopsis from Wikipedia:
Aging English bachelor Sir Basil Winterton (C. Aubrey Smith) suddenly has his hands full when his three grown (illegitimate) children return. Tony (Davies) is a sharp tongued New Yorker, Maria is an aspiring opera singer and Ray Milland is the son.