It is 1931 and socialite Iris Carr (Tuppence Middleton) is travelling back from a holiday in the Balkans, but faints on the platform of the railway station in the scorching heat. She is comforted by fellow passenger Miss Froy (Selina Cadell), but when Iris falls asleep she awakes to find the woman has disappeared and everyone else on board denies ever having seen her. With only handsome traveller Max Hare (Tom Hughes) for support, Iris maintains that Miss Froy has somehow been abducted - even though it increasingly appears to be a delusion on her part.