Grey sent Watson to intersections of prominent streets to keep a lookout for parties, while he at once proceeded to the "Chicago Baggage Room," as it is called, under the Planters' House, where he ascertained, after considerable trouble and representing himself as an employee of the Chicago, Alton, and St. Louis road, looking for lost baggage, that Mrs. Winslow had come there personally about two o'clock the day previous and presented the check for her trunk, which had been taken away by an expressman with "a gray horse and a covered wagon."

The next step, of course, was to find the expressman with the gray horse and covered wagon, who had taken the woman's trunk, and this was no easy matter to do. There were plenty answering that description, but Grey labored hard and long to find the right one, and finally found it this way.

Being an Irishman himself, and a pretty jolly sort of a fellow, he was not long in finding a compatriot the owner of a gray horse and a covered wagon, of whom he asked:

"Did you move the big woman with the big trunk at two o'clock yesterday?"

"An' if I did?" said the expressman, on the defensive.

"Nothing if you did; but did you?" replied Grey.

"It's chilly weather," replied the expressman, winking hard at a saloon opposite.

"Yes, and I think a drop of something wouldn't hurt us," added Grey, following the direction of the expressman's wink and thought quickly.

They stepped over to the saloon and were soon calmly looking at each other through the bottom of some glasses where there had been whiskey and sugar. They looked at each other twice this way, and finally they were obliged to take the third telescopic view of each other before they could resume the subject.