Unfortunately, I have not watched enough Laurel and Hardy. The only film of theirs that I remember with a dark theme was "March of the Wooden Soldiers," but I do not remember a scene like you describe.
Perhaps browsing the IMDB listing for their films might help you locate the movie:
http://us.imdb.com/keyword/laurel-and-hardy/This is something I should call up my mother and ask her. She used to watch a lot of their movies. Heck, she used to watch a lot of westerns too. She recognized Lash LaRue when I mentioned him being in "The Dark Power."