The only clues are the dead body of the driver found along the line past Kenyon Junction and a letter from the United States that purports to come from the train guard.

It is obviously impossible for a train to run where there are no rails, and, therefore, we may reduce our improbables to the three open lines, namely the Carnstock Iron Works, the Big Ben, and the Perseverance.

"This proposition from "a recognized authority upon such matters" meets with heated opposition, although the objectors fail to supply any conceivable alternative.

Nevertheless, the responsible authorities do not act on the proposal and the public never shows any interest in the matter, as a political scandal has already attracted their attention.

The objective of this crime was to eliminate the train's passenger, Monsieur Caratal; he carried incriminating documents and intended to present them in an 1890 trial in Paris.

Herbert de Lernac also claims to have kept several incriminating papers which Caratal's bodyguard Eduardo Gomez threw out of a window of the train.

"The Story of the Lost Special" was first published in The Strand Magazine in August 1898, with illustrations by Max Cowper, as part of Doyle's Round the Fire series.