The Lost Patrol(1934)

A World War I British Army patrol is crossing the Mesopotamian desert when their commanding officer, the only one who knows their destination, is killed by the bullet of unseen bandits. The patrol's sergeant keeps them heading north on the assumption that they will hit their brigade. They stop for the night at an oasis and awaken the next morning to find their horses stolen, their sentry dead, the oasis surrounded and survival difficult.