"Convention City", made in 1933 just before the Moving Picture Production Code clamped down, is one of the more famous lost films of the pre-Code era. There are no known prints, just a few clips at Getty Images and The Internet Archive. This video incorporates the Internet Archive clips.
This video's narration gives some more history of the film. Here are some notes on the locations seen in the film clips:
1:20 This and the next scene are supposed to show the previous week's conventioneers, the Ever-Ready Bandage Company, leaving town. This was filmed in Los Angeles on the Santa Fe Railway. Note the painted-out railroad name on one of the coaches.
1:40 The Honeywell Rubber Company arrives. This was filmed at the Santa Fe's La Grande Station on Santa Fe Avenue in Los Angeles. The First Street Viaduct can be seen in the background of this shot. The locomotive, AT&SF No. 3524 (Baldwin, 1914), was originally built as a compound 4-6-2 Pacific, but was converted to simple operation in the 1920's.
3:03 Another shot of the Honeywell group arriving. Again, taken at La Grande Station.
4:24 A final shot at La Grande Station, showing a last drunken guest leaving, only to be caught up in a crowd of the next wave of conventioneers, this time from the Hercules Tool Corporation.
4:52 On location in Atlantic City. This is the Pennsylvania Railroad's Atlantic City terminal, which was located on North South Carolina Avenue between Atlantic and Artic. While the Pennsylvania and Reading's Atlantic City operations had recently been merged into the Pennsylvania-Reading Seashore Lines, their trains still operated to separate terminals. Atlantic City Union Station would not be built until the following year.
6:26 This is the Philadelphia & Reading's Atlantic City Terminal, which faced Atlantic Avenue. This is the North Arkansas Avenue side.