I watched an old B & W movie about man who played a "downtrodden" individual to find out what it was like to live such a life. It was a social experiment on his part but he was really a movie director.

A lady (his co-star) bought into his plight in life, initially. She bought him some coffee and the dialogue between them commenced. He pretended to know a movie director who might be able to help her in her quest.

It was great dialogue as they traversed the country via train. They found their way into Las Vegas and then at one point he was handing out money to poor people and he was attacked. He ended up in jail and it was reported that the well known director had died. While in jail he realized that he should make movies about making people laugh. To get out of jail, he made a claim that he killed the movie director. During the trial he proved that he was the director, that everyone thought was killed.

I suspect the movie was made in the 30's or 40's!

Anyone know the name of this movie and the 2 stars?

That would be "Sullivan's Travels." I don't remember the actor's name that played Sullivan, but the girl was played by Veronica Lake.

That was Joel McCrae