The movie opens with a long shot of a snowy village of Swiss chalets; it's obviously a toy set. The camera slowly pans and zooms to arrive on the face of a lodge. Inside, we meet an array of characters mobbing an inn's front desk, trying to get a room for the night after a train is delayed by an avalanche. There's Charters and Caldicott (Basil Radford and Naunton Wayne), a pair of British cricket fanatics desperate to make an upcoming match in London. There's an unhappy couple (Cecil Parker and Linden Travers) having a resentment-fueled spat. And there's a trio of boisterous young women well known to the inn's concierge; one of them, Iris (Margaret Lockwood), a blue-blooded Englishwoman headed home for her wedding, will emerge as the film's main detective later on the train, where the titular lady vanishes and Iris becomes the sole person who seems to know or care.