Last night, after watching Preston Sturges' Palm Beach Story, we argued about how to understand the opening screwball sequence. Let "M1" and "M2" stand for the male twins (McCrea), and "W1" and "W2" for the female twins (Colbert).
Our conclusion: M1 and W1 are scheduled to get married. M1 freaks out and runs away. W2 wants to marry M1, so she ties up W1 and leaves her in the closet. M2 wants to marry W1, so he steps in for his brother who has left town. So M2 and W2 end up at the altar and get married, though neither to the person they think they are marrying. The fact that M1 didn't want to marry W1 explains why those two don't just get married after the mix up. Presumably M2 and W2 are initially content with their marriage though it isn't what they had expected. This also helps explain why Colbert's character is so willing to leave McCrea.
Here is an alternate account I found on the website Greatest Films (I substituted our notation for the notation used on the website):
"Dressed in his wedding tuxedo, a groom [M1] runs away from something and rushes out to a waiting taxi-cab. The frame freezes. Bound and gagged and only wearing a slip, a would-be bride [W1] struggles to get out of a closet. The maid faints again after finding another bride [W2] dressed in a wedding gown. When the bride [W2] leaves - the frame freezes - she trails her dress's long train over the maid's prostrate body. The would-be bride [W1] kicks her feet through the closet door, while the other bride [W2] with a bouquet in her hands hails a taxi out on the street. The frame freezes. The maid staggers into the hallway and faints a third time when she sees the would-be bride's [W1] legs breaking through the door. The groom [M1] is still dressing during his taxi ride and on his way down the aisle. He and the bride [W2] meet at the altar and smile lovingly at each other. There's another shot of the unconscious maid on the floor."
On this account, M1 thinks he is marrying W1, and W1 wants to marry M1. So why don't M1 and W1 just get the marriage between M1 and W2 annulled? And this also doesn't explain why M1 is "running away". And M2 is completely superfluous.