The open sports model is a 1953-55 MG TF, after some googling I found out that the larger saloon must be a 1938-39 MG WA, equiped with a six-cylinder 2,5 litre engine. The model wasn't reintroduced after WWII.
The title of the film remindes me of Bugatti-Kaj's aka Kaj Otto Hansen's by the Copenhagen City Authorities rejected application regarding permit to drive up through the 17th century Rundetårn's stepless equestrian ramp, presumably in his Targa Florio Type 37 bought for the Swedish Winter Grand Prix 1931. In 1902 a German tourist wasn't stopped when trying the same thing.
Are the wheels from a small British Ford? 16" for sure, can also be from an Austin or a Morris of the same upright style.
Front end looks neat, but then the suicide doors, trafficators and windshield cries out loudly home-built. A least to me.
Saxon? The larger six-cylinder was introduced in 1915. Two years latter Saxon was on tenth place in sales in United States. The car in the picture was probably made before 1919, when the sales drasticaly droped.
A Buick with a wintertop by Jacobsson in Stockholm, on sale at Ostermans Marmorhallar in the Autumn of 1924: http://forums.aaca.org/gallery/image/36843-buick-with-winterop-by-jakobsson/
Isn't there out on the Intenret also a picture of a Paige taht was registered in the Finnish capital Helsinki just before WWI? The cowl was different, I think. But can't find the photo anymore!
1912-14 Dux Type G 10? At least not a Dürkopp (down towards the front running bonnet hinge line) according to the unsolve problem on Prewarcar: http://www.prewarcar.com/magazine/un-solved-mysteries/cool-mystery-update-ii-1914-durkopp-or-dux-002106.html