She was great in Twentieth Century (1934) and in My Man Godfrey (1936), but two of my favorite movie with her were both set in Warsaw.
Nothing Sacred (1937) is a comedy about a young girl from Warsaw, Vermont who pretends to be dying from radiation poisoning so she can see the big city. To Be or Not to Be (1942) is set in Warsaw, Poland and is a comedy about Nazism and the war. It was Carole's last film, and she died before she ever got to see it.
These were not your typical Hollywood movies. A comedy about a girl pretending to be dying, and a comedy about the Nazis, while World War 2 was still going on, were risky, to say the least. But they both became classics because of Carole.