"I know I did," replied Frank, who although puzzled was not shaken in his conviction.

"They must have been ghosts then," gibed Tom. "Nothing else could have vanished through a brick wall."

Frank drew his flashlight from his pocket and flashed it about.
There was no one to be seen.

"That wall is perfectly blank," he murmured in perplexity. "Thirty feet high if it's an inch. There isn't an opening in it anywhere."

"Could they have got into the windows of the building on either side?" suggested Bart.

Frank swept the flashlight on the walls of the factories.

"Not a chance," he affirmed. "All these windows are protected with iron bars and nothing could get between them. Those fellows seem to have just melted away."

At that instant a report rang out, and the flashlight was knocked from his hand by a bullet.

"Down, fellows!" he shouted, setting the example, and the next moment all four were lying flat on the ground.

They were just in time, for there was a crackling of guns, and other bullets sped over their heads.