According to the ropeofsilicon.com (a movie enthusiast website) they claim that 3 classic Hollywood films used for the 'SC' sequence were 'Gilda' (1947), 'In A Lonely Place' (1950), and 'His Girl Friday' (1940).
Now 'Gilda' was played by the great Rita Hayworth, 'A Lonely Place' starred both Humphrey Bogart and veteran character actress Gloria Grahame (best known for her role as Violet Bick in the 1946 American classic 'It's A Wonderful Life'), all three actors we see in the 'SC' sequence. Then there's another Hollywood legend seen: Edward G. Robinson. However Robinson didn't appear in any of the 3 films ropeofsilicon lists, so some thing is missing here, a fourth classic film was used that he starred in was edited in too. We're gonna need to do some research find out that detail.
Furthermore 'His Girl Friday' starred Cary Grant and Rosalind Russell neither of whom we see in that sequence, so we need to confirm exactly what scene from that film was edited into 'SC', or even if in fact was at all. Ropeofsilicon could be wrong.
'...film tributes including Gilda, In a Lonely Place and His Girl Friday serving as the backdrop for "Smooth Criminal"...'
http://www.ropeofsilicon.com/article/movie-review-michael-jacksons-this-is-it-2009
also see:
http://us.imdb.com/title/tt1477715/movieconnections