Beau Geste (1939)

Beau, John, and Digby Geste are three inseparable, adventurous brothers who have been adopted into the wealthy household of Lady Brandon. When money in the upper-crust household grows tight, Lady Brandon is forced to sell her most-treasured jewel, the mighty "Blue Water" sapphire.

The household gets it out for one last look, the lights go out, and it vanishes stolen by one of the brothers, no doubt. That night, Beau, Digby, and John each "confess" and slip out, John leaving behind his sweetheart Isobel. They all join the Foreign Legion and Beau and Digby are split from John and put under the command of the ruthless, sadistic Sergeant Markoff. Things get hairy as the rest of the Legionnaires plot a mutiny against Markoff the midst of an attack by Arab hordes.