Godfrey Tearle with the missing digit bore an interesting resemblance to FDR.
Was there a good side on 39 Steps? Is there one today?
An organization of spies. Also the number of increments from the street to my front door.
The book that the movie was based on was part of a trilogy. It came out in 1916, with Greenmantle bringing in the Turks in in 1916 and Mr. Standfast set during World War I but not coming out until 1919. The author, John Buchan, later served as Governor General of Canada, a post he held in 1939 when the movie came out.

The 1959 movie version of The 39 Steps is quite entertaining and available for free on youtube: https://www.youtube.com/watch?v=cqhveBydaA0
The 1935 classic version is also available: https://www.youtube.com/watch?v=RmSdum4BMqI
Riddle of the Sands is another spy thriller. The BBC audio drama of that is available on youtube: https://www.youtube.com/watch?v=RDjGtQCg5AQ
Ironically, the author, Erskine Childers was executed by the British in 1916 after the Easter Rebellion. I say ironically because Childers was English born, served in the British military and the novel he published in 1903 was very much about defending Britain.