Rocketeer (very light-hearted fun... + Jenniffer Connellyy [I'm sure I'm putting too many double letters there])
The Shadow (more light-hearted than the inspiring character, and too few "The Shadow Knows!" moments, but fun as well)
The Phantom (Y'know, Billy Zane, we're not supposed to SEE PHANTOM'S FACE!!! Starts all right, but gets wonky by the end)
Sky Captain (haven't seen this, put has Pulp written all over it)
Young Sherlock Holmes (the light-heartedness of it is way too much fun!)
In the same period, but more serious:
The Ghost and the Shadow (wonderful movie, me like lots!)