The Riders of the Whistling Skull (1937) on Netflix

Plot summary

Betty Marsh comes to a Western town with a party of anthropologists, planning a search for her father, Professor Marsh, who vanished while looking for Lukachukai, a lost city said to hold an ancient treasure. The Three Mesquiteers, Stony Brooke, Tucson Smith and Lullaby Joslin, have brought in a man they found wandering the desert, and Betty identifies him as one of the men from her father's party. When the man recovers his memory, the expedition members press him for the way to Marsh and to Lukachukai. A knife marked with an Indian inscription kills him. Stony, who keeps a detective magazine with him, leads the search for Marsh, the city and the treasure.