One of the 'Big 4' he was the original chief of the Keystone Cops.
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There, he performed as 'Chief Teeheezel' in the Keystone Cops series of slapstick comedies in a successful career that spanned twenty-five years.
By 1915, he was with the Keystone Cops and entered a lifelong friendship with Stan Laurel, which led to appearances in that star comedian's early films for Bronco Billy Anderson.
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Inspired by Mack Sennett's slapstick Keystone Cops series of silent films, the object of the game is for Officer Keystone Kelly (the user) to catch Harry Hooligan before he can escape from the department store.
Ken Russell made a fifteen-minute film about him called The Preservation Man (1962), which linked Lacey to Chaplin (in a Keystone Cops-style sequence) and featured some of Lacey's nightclub act (knife-throwing/robots) and a lip-synched performance of 'Sleepy Valley' which Lacey had recorded with The Alberts.
Between 1923 and 1928, Universal Pictures produced at least four dozen Gumps two-reel comedies starring Joe Murphy (1877–1961), one of the original Keystone Cops, as Andy Gump, Fay Tincher as Min and Jack Morgan as Chester.