Old black and white American film.
A young couple find themselves on an empty cruise ship. They are totally alone.Then a bar tender type person shows, but won't tell them why they are there. Then some more people arrive on the ship, but on-one can remember how they got there or why. Eventually they find out they are dead and on there way to heaven, to be judged by god. The young couple aren't allowed in to heaven, because they have committed suicide. And are doomed to spend eternity on the ship.
It turns out they where a married couple having an affair and counldn't bare to be apart so they have gassed themselves in a room. At the last moment the dog that had been with them,and that had been shut out of the room broke the glass to the window of the room,letting out the gas, they survive, and released from the ship at the last moment.

"Outward Bound," 1930

Outward Bound (1930) - Plot summary (http://www.imdb.com/title/tt0021225/plotsummary)


Plot -- This unusual supernatural drama, based on a 1924 Broadway stage hit, concerns a disparate group of people who find themselves sailing to an unknown destination on a ship constantly shrouded in fog. Tom Prior (Leslie Howard) discovers that he's travelling with his ex-boss Mr. Lingley (Montagu Love); Mrs. Cliveden-Banks (Alice Skipworth) chats with the steward Scrubby (Alec B. Francis); Mrs. Midget (Beryl Mercer) is curious about how her son is doing; and a young couple, Henry (Douglas Fairbanks, Jr.) and Ann (Helen Chandler), wonder if they'll be together forever. In time, the passengers slowly realize what's going on -- they're in limbo between this life and the next, and Thompson (Dudley Digges), the "examiner," is determining what will happen with them in the next world, except for Henry and Ann, who unsuccessfully committed suicide and now hover between life and death.