The first movie he was in was "High Treason" (1928). In 1931, he played Sherlock Holmes in "The Speckled Band", the first sound film version of the story. In 1934, he played the villain in "The Scarlet Pimpernel", and in 1936, he starred in "Things to Come", a film adaptation by H.G. Wells of his own speculative novel "The Shape of Things to Come" (1933). In 1944, Massey played the district attorney in Fritz Lang's classic film noir "The Woman in the Window", which starred Edward G. Robinson and Joan Bennett. He portrayed the American Revolutionary War character Abraham Farlan, who hated the British for making him a casualty of that war, in the 1946 film "A Matter of Life and Death" (titled "Stairway to Heaven" in the U.S.).