Warner Brothers made a series of four Nancy Drew movies around the late 1930s. I believe they filmed all the movies at the same time.
The movies were seen as notoriously bad, and nobody wanted to buy them. The only way Warner Brothers could sell the films was to attach them to more popular films. Theaters complained, and they eventually made a law against selling movies to theaters in combined packages.
(I would not object to similar laws in our modern age. I'm tired of being forced to buy the DVD and the Blu-Ray version of a movie, because they don't sell DVDs separately.)
Of the four movies, Nancy Drew Reporter is public domain. There is no question about this; it can be easily found on public domain sites. The legality of the other three movies is unknown to me. It seems weird that they would let the copyright slip on one movie, but not the other three.
Nancy Drew Reporter is included in the Shirley Temple & Friends DVD box set. It has nothing to do with Shirley Temple; they just tacked it onto the set because it's free to use, and more content justifies the higher price point. It's ironic that the film which created a law against packing movies is still being used to package movies.