Hitchcock's last British film, this demonstrates the amazing skills he was to take with him to make the rest of the films that made him really famous. The dialogue is - right from the beginning of the film - both witty and very revealing of the characters speaking the lines. Hitchcock ensures that no line of dialogue is ever wasted just to state a fact: it will also bring you to a better understanding of the character. And vice versa: if the audience needs to know more about a character, he'll also be advancing the plot. And it all flows seamlessly into a beautifully constructed whole.
In this case, our heroine is rich society lady Iris Henderson (Margaret Lockwood), about to return from vacation in the small and "undiscovered" country of Bandrika to be married. She's not terribly interested in marriage, but has little else of interest to do. But on the train back home, an older lady who had befriended her vanishes and most of the people on board claim the lady never existed. She's forced to team up with the charming but annoying Gilbert Redman (Michael Redgrave) in an attempt to solve the mystery.
One of my favourite Hitchcocks.