Based on a novel by Ethel Lina White, in this spy story a governess disappears on a train, and a young woman and man try to find her.
Somewhere in Europe Iris Henderson (Margaret Lockwood) and two friends stay in a crowded hotel, where a train has been delayed. Englishmen Caldicott (Naunton Wayne) and Charters (Basil Radford) stay in the room of nurse Anna. Iris meets governess Miss Froy (Dame May Whitty) and calls to complain about dancing above them; but musicologist Gilbert Redman (Michael Redgrave) ignores the manager. When Iris bribes the manager, Gilbert takes over her room until she relents.
Iris hits her head before boarding the train with Miss Froy. Iris wakes to find Miss Froy is gone; but others say that Iris was alone. Iris tells Gilbert what happened, and he helps her investigate. Dr. Hartz (Paul Lukas) says it could be a concussion. The train stops to pick up his patient. Margaret (Linden Travers) asks Eric Todhunter (Cecil Parker) how long a divorce takes and says he lied about not seeing Miss Froy. Margaret tells Iris that she saw Miss Froy and tells Eric a scandal could speed divorce. Another woman in clothes like Miss Froy is identified by Margaret as Miss Froy. Iris imagines Miss Froy and tells Gilbert she is not on the train. Iris tells Gilbert that she is getting married Thursday. Iris gets upset and tries to stop the train to find Miss Froy. Gilbert sees a tea wrapper being thrown out and tells Iris she is right.
Gilbert and Iris search the baggage car amid magic props and find Miss Froy's glasses. Gilbert fights with Signor Doppo (Philip Leaver), and Îris knocks him out. Iris notices a nun (Catherine Lacy) is wearing high heels, and she and Gilbert ask to see the patient of Dr. Hartz, who instructs the nun to have Iris and Gilbert drugged. Dr. Hartz tells them that Miss Froy is his patient and will die; but the nun did not drug them. Locked in, Gilbert climbs out the window. He frees Miss Froy and asks her to explain. Gilbert tells people the train was diverted to abduct Miss Froy. Gilbert knocks out an officer. Charters goes out and is shot in the hand. Gilbert sees Dr. Hartz outside and shoots some of his men. Margaret takes Eric's gun for the shoot-out. Miss Froy tells Gilbert and Iris to take a message and leaves, shot at by Dr. Hartz. Eric goes out with a white cloth and is shot. Gilbert gets the engineers to start the train; Dr. Hartz follows in cars, but they get away. At the station Iris sees her fiancé but steps into a car and kisses Gilbert. In the final scene at the foreign office Gilbert and Iris find Miss Troy playing the musical spy message.
In this spy mystery the audience experiences the frustration of Iris at her concern being ignored by a spy conspiracy or those who don't want to become involved. Gilbert helps her but quickly starts shooting the men outside as a judge is ridiculed for being a pacifist. The irresponsible message of this over-rated film seems to be shoot first and ask questions later.