Yes! Here is a description of a War Movie entitled “Nebraska Under Fire” from Oct 1924
Documentary: The story of Nebraska troops in the World War… opens with the training of these troops at Camp Cody and at Camp Funston. It follows them aboard the transports, to their landing in France and England. They are shown at work in the Service of Supply and in the Rolampant training area. Following this, participation of these troops in battles around Chatteau Thierry, St. Mihiel, the Meuse Argonne are given.
Following the close of the Meuse Argonne battle and the Armistice Day, movements of the Nebraska troops into Germany with the Army of Occupation are depicted. Also the final review held in Germany, and their embarkation for the U.S.A. – (Copyright records) United States Army – Training. World War 1, England, France, Germany, Camp Cody New Mexico and Camp Funston Nebraska.
I do not believe that any copies of the movie still exist. It would really be something to see if it did.