Probably the most significant "tune-up" performance of Peter Falk for the role of Columbo was the 1966 comedy film "Penelope" starring Natalie Wood as a kleptomaniac who robs her husband's bank. Falk played a NY detective investigating the case and is literally in early "Columbo" mode right down to the suit. The scene where he questions Natalie while walking through New York is almost like watching a lost episode of "Columbo". Even though the overall tone of the film is hit-and-miss "Columbo" fans should give it a look.
The film was never released on DVD and is finally getting a Blu-Ray release.