I commenced my researches by booking by the same train to the first station at which it stopped. Here I made copious notes of the families living in the neighbourhood, and whether any of them had journeyed from London on the day in question. The station-master, an intelligent man, ran over the different names and referred to his books, but could not enlighten me. To the best of his belief, he could say that no first-class passengers arrived by that train. Next day I took the second station at which the train stopped, but with the same result. The third station did not advance me in the slightest degree, but I was not discouraged. I was determined to follow that train to its journey's end, and ascertain as well as I could what passengers alighted from it at the different stations. As it was an express train my task would soon be finished. When I had done the last station I found from my note book that about eight first-class and some seventy or eighty passengers of an inferior class had travelled from London by this particular train.

I began with the first-class passengers, and took them in rotation as they resided nearest to London. The excuse I made for calling upon them was that I had lost a valuable dog on the day named by his jumping out of the carriage at the station, and that perhaps their servants might have seen something of him. Everywhere I was treated with courtesy except when I intruded myself on a nervous old gentleman living in an old-fashioned villa about sixty miles from London.

He commenced by saying he did not keep a diary, so could not say whether he was in London or not that day; he was not in the habit of looking after stray dogs; he was astonished at my troubling him on such a trifling matter, and rather rudely wished me good-day.

I wrote under this man's name: "Manner peculiar and suspicious." Nothing could be gleaned from the remaining three first-class passengers, who turned out to be old ladies, sisters of a clergyman. Before tackling the second-class passengers I resolved, notwithstanding his repulsive manner, to pay the nervous old gentleman another visit. But this time, however, I made up my mind to adopt different and bolder tactics. There was no doubt that he had returned home by the 5.10 p.m. train.

His start of surprise at seeing me again gave me hope.

"It is not a dog this time I have come to ask you about, but as you were at the London station at the moment the disappearance occurred I am here to enquire whether you saw the dressing-case referred to in this advertisement," I said, handing him the announcement from the Morning Post. He shook like a leaf in a stiff breeze.

"Who are you?" he nervously inquired. "Are you a detective?"

"That is my card."

"Then you don't belong to the police?"