Young Imogen Burnhope and her maid Rhoda board a non-stop train to Oxford to visit her Aunt Cassandra, who waits on the platform at Oxford station where the train terminates, to greet them. Only they never arrive. The train is searched and the coachman swears he saw them board a first-class carriage, but they seem to have vanished into thin air. When he learns his daughter is missing, Sir Marcus Burnhope contacts Scotland Yard for help and Inspector Colbeck and Sergeant Leeming are assigned to the case. Is it a merely a case of a runaway girl? Or is there a more sinsister, larger conspiracy at work?