Inspiration for the novel was drawn from Isherwood's experiences as an expatriate living in Berlin during the early 1930s,[1] and the character of Mr Norris is based on Gerald Hamilton.

The novel follows the movements of William Bradshaw, its narrator, who meets a nervous-looking man named Arthur Norris on a train going from the Netherlands to Germany.

As they approach the frontier William strikes up a conversation with Mr Norris, who wears an ill-fitting wig and carries a suspect passport.

Norris subsequently returns with his fortunes restored and apparently conducting communication with an unknown Frenchwoman called Margot.

Norris uses Bradshaw as a decoy to get an aristocratic friend of his, Baron Pregnitz, to take a holiday in Switzerland and meet "Margot" under the guise of a Dutchman.

Bradshaw returns to England where he receives intermittent notes and postcards from Norris, who has fled Berlin, pursued by Schmidt.

The novel's last words are drawn from a postcard that Mr Norris sends to William from Rio de Janeiro: "What have I done to deserve all this?"

The title The Lost would have encompassed three different meanings: "those who have lost their way", by which he meant Germans who were being misled by Adolf Hitler; "the doomed", those like the character Bernard Landauer whom Hitler had already marked for destruction; and "those whom respectable Society regards as moral outcasts", like the characters Sally Bowles, Otto Nowak and Mr Norris himself.

The Lost was initially planned as a much more comprehensive work, but Isherwood jettisoned much of the material and many of the characters, including Sally Bowles, the Nowaks and the Landauers, to focus on Mr Norris.

Although Mr Norris Changes Trains was a critical and popular success, Isherwood later condemned it, believing that he had lied about himself through the characterisation of the narrator and that he did not truly understand the suffering of the people he had depicted.

The "wickedness" of Berlin's night-life was of the most pitiful kind; the kisses and embraces, as always, had price-tags attached to them, but here the prices were drastically reduced in the cut-throat competition of an over-crowded market.