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“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 travellers 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 neighbour, 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. All three passengers had disappeared. On the other hand, there was found upon the floor of this carriage–the one in which the tall traveller and the lady had been–a young man fashionably dressed and of elegant appearance. He lay with his knees drawn up, and his head resting against the farther door, an elbow upon either seat. A bullet had penetrated his heart and his death must have been instantaneous. No one had seen such a man enter the train, and no railway ticket was found in his pocket, neither were there any markings upon his linen, nor papers nor personal property which might help to identify him. Who he was, whence he had come, and how he had met his end were each as great a mystery as what had occurred to the three people who had started an hour and a half before from Willesden in those two compartments.

I have said that there was no personal property which might help to identify him, but it is true that there was one peculiarity about this unknown young man which was much commented upon at the time. In his pockets were found no fewer than six valuable gold watches, three in the various pockets of his waist-coat, one in his ticket-pocket, one in his breast-pocket, and one small one set in a leather strap and fastened round his left wrist. The obvious explanation that the man was a pickpocket, and that this was his plunder, was discounted by the fact that all six were of American make and of a type which is rare in England. Three of them bore the mark of the Rochester Watchmaking Company; one was by Mason, of Elmira; one was unmarked; and the small one, which was highly jewelled and ornamented, was from Tiffany, of New York. The other contents of his pocket consisted of an ivory knife with a corkscrew by Rodgers, of Sheffield; a small, circular mirror, one inch in diameter; a readmission slip to the Lyceum Theatre; a silver box full of vesta matches, and a brown leather cigar-case containing two cheroots–also two pounds fourteen shillings in money. It was clear, then, that whatever motives may have led to his death, robbery was not among them. As already mentioned, there were no markings upon the man’s linen, which appeared to be new, and no tailor’s name upon his coat. In appearance he was young, short, smooth-cheeked, and delicately featured. One of his front teeth was conspicuously stopped with gold.