The Hazards of Helen: Episode13, The Escape on the Fast Freight (1915)

Two tramps hold up small-town Ferndale's railway station night operator Helen, lock her in a closet, and escape. Later, standing on a bridge over the freight yards, Helen sees the two bandits aboard an outgoing freight and drops onto the roof of the car from above as it crosses underneath. A chase along the roofs of the speeding cars ensues.

Unfortunately the movie The Hazards of Helen: Episode13, The Escape on the Fast Freight is not yet available on HBO Max.