In After the Thin Man (1936), the butler says "Walk this way" (with stiff, bowed legs) and Nick Charles does.
In the 1946 Warner Bros. cartoon The Big Snooze, while "helping" Elmer Fudd flee his pursuers, Bugs Bunny uses a variant on this line by telling Elmer, "Quick, run 'this way'!" and puts him through some crazy dance steps while they continue to run.