Mr and Mrs Smith (1941) - Hitchcock's cameo
From Alfred Hitchcock Wiki
Hitchcock's cameo in Mr and Mrs Smith (1941) occurs about 43 minutes into the film.
As the camera pulls back from the hotel steps, Hitchcock walks across the screen from left to right. In his hand is a cigarette.
Cameo Links
Hitchcock is also seen walking across the scene from left to right in the following films: