These facts were briefly as follows:

At five o’clock on the evening of the 18th of March in the year already mentioned a train left Euston Station for Manchester. It was a rainy, squally day, which grew wilder as it progressed, so it was by no means the weather in which anyone would travel who was not driven to do so by necessity. The train, however, is a favorite one among Manchester businessmen who are returning from town, for it does the journey in four hours and twenty minutes, with only three stoppages upon the way. In spite of the inclement evening it was, therefore, fairly well filled upon the occasion of which I speak. The guard of the train was a tried servant of the company—a man who had worked for twenty-two years without blemish or complaint. His name was John Palmer.

The station clock was upon the stroke of five, and the guard was about to give the customary signal to the engine driver when he observed two belated passengers hurrying down the platform. The one was an exceptionally tall man, dressed in a long black overcoat with Astrakhan collar and cuffs. I have already said that the evening was an inclement one, and the tall traveler had the high, warm collar turned up to protect his throat against the bitter March wind. He appeared, as far as the guard could judge by so hurried an inspection, to be a man between fifty and sixty years of age, who had retained a good deal of the vigor and activity of his youth. In one hand he carried a brown leather Gladstone bag. His companion was a lady, tall and erect, walking with a vigorous step which outpaced the gentleman beside her. She wore a long, fawn-colored dust cloak, a black, close-fitting toque, and a dark veil which concealed the greater part of her face. The two might very well have passed as father and daughter. They walked swiftly down the line of carriages, glancing in at the windows, until the guard, John Palmer, overtook them.

“Now, then, sir, look sharp, the train is going,” said he.

“First class,” the man answered.

The guard turned the handle of the nearest door. In the carriage, which he had opened, there sat a small man with a cigar in his mouth. His appearance seems to have impressed itself upon the guard’s memory, for he was prepared, afterward, to describe or to identify him. He was a man of thirty-four or thirty-five years of age, dressed in some gray material, sharp-nosed, alert, with a ruddy, weather-beaten face, and a small, closely cropped black beard. He glanced up as the door was opened. The tall man paused with his foot upon the step.

“This is a smoking compartment. The lady dislikes smoke,” said he, looking round at the guard.

“All right! Here you are, sir!” said John Palmer. He slammed the door of the smoking carriage, opened that of the next one, which was empty, and thrust the two travelers in. At the same moment he sounded his whistle and the wheels of the train began to move. The man with the cigar was at the window of his carriage, and said something to the guard as he rolled past him, but the words were lost in the bustle of the departure. Palmer stepped into the guard’s van, as it came up to him, and thought no more of the incident.

Twelve minutes after its departure the train reached Willesden Junction, where it stopped for a very short interval. An examination of the tickets has made it certain that no one either joined or left it at this time, and no passenger was seen to alight upon the platform. At 5:14 the journey to Manchester was resumed, and Rugby was reached at 6:50, the express being five minutes late.

At Rugby the attention of the station officials was drawn to the fact that the door of one of the first-class carriages was open. An examination of that compartment, and of its neighbor, disclosed a remarkable state of affairs.

The smoking carriage in which the short, red-faced man with the black beard had been seen was now empty. Save for a half-smoked cigar, there was no trace whatever of its recent occupant. The door of this carriage was fastened. In the next compartment, to which attention had been originally drawn, there was no sign either of the gentleman with the Astrakhan collar or of the young lady who accompanied him.