Hmmm... I'm first here, and I think this could be your film. It's likelier that you saw the remake, so I provided more information about that version.
Waterloo Bridge (1940)
starring Vivien Leigh, Robert Taylor, Lucile Watson, Virginia Field, Maria Ouspenskaya, C. Aubrey Smith, Virginia Carroll
On the eve of World War II, a British officer revisits Waterloo Bridge and recalls the young man he was at the beginning of World War I and the young ballerina he met just before he left for the front. Myra stayed with him past curfew and is thrown out of the corps de ballet. She survives on the streets of London, falling even lower after she hears her true love has been killed in action. But he wasn't killed. Those terrible years were nothing more than a bad dream is Myra's hope after Roy finds her and takes her to his family's country estate.
Based on Robert E. Sherwood's play, this is the second film version. The first was released in 1931 and stars Mae Clarke, Kent Douglass (aka Douglass Montgomery), Bette Davis and Doris Lloyd. The earlier version is "franker", as it was made before the Hayes Code took effect, toning down the story.