The General (1926) - HU DVD 34
This shot is the most expensive shot in silent film history. It was filmed in a single take, that had to be perfect, with a real train and a ‘dummy’ engineer (notice the white arm hanging out the conductors window). Some of the locals who came to watch the filming, thought the dummy was a real person and screamed in horror; supposedly, one person even fainted.
As seen on the Jaeger Amzallag blog and the Black and WTF blog.