After crossing from Dover, Colonel Basil Annesley finds himself to be the only passenger on the Engadine express from Calais to Lucerne. That is, the only passenger until a woman shows up at the last minute to book a compartment for her servant, an infant, and herself. Through the open window of his compartment, the colonel overhears their private conversation on the station platform, and is intrigued. The mysterious woman - a self-confessed thief, carrying something she refers to as 'our treasure' - fears she is being followed. Who is after her? What is her secret? And is she a criminal or a victim?