With Sidney Bernstein he established the London Film Society in 1925, the first British film association devoted to showing art films and independent films. Montagu became the first film critic of "The Observer" and the "New Statesman". He did the post-production work on Alfred Hitchcock's "" in 1926 and was hired by Gaumont-British in the 1930s, working as a producer on a number of the Hitchcock thrillers. His 1928 silent slapstick movie "Bluebottles" (slang for police) is included in the British Film Institute's History of the Avant-Garde – "Britain in the Twenties". The story was by H. G. Wells, and the stars of the film were Charles Laughton and Elsa Lanchester, while the remaining cast were his friends including Norman Haire (also Montagu's doctor), Sergei Nolbandov and Joe Beckett.