The Lady Vanishes, one of Alfred Hitchcock's final English films before moving to the United States, is a romantic mystery thriller with a light and breezy comic edge. The young and pretty Iris Henderson (Margaret Lockwood), stranded in a mountain hotel because an avalanche has blocked the train lines, is about to embark on an action and thrill-packed train ride she will never forget.
The next day, on her way back to London to get married, Iris meets up with kindly old governess Miss Froy (Dame May Whitty). Iris promptly gets hit on the head in the train station by a flower planter and Miss Froy comforts her once the fateful train journey begins. Still a bit dazed, Iris decides to take a nap but when she awakens the kindly Miss Froy is gone.
Iris then begins a heated search for her travel companion but nobody on the train will admit to ever seeing a Miss Froy. Iris is joined in the search by Gilbert (Michael Redgrave) and the two meet up with a Dr. Hartz (Paul Lukas), who tries to convince them that Iris is having hallucinations about ever encountering a Miss Froy.
Iris and Gilbert also engage a pair of English cricket enthusiasts named Caldicott (Naunton Wayne) and Charters (Basil Radford) but the two don't seem to be of much help. Iris and Gilbert, though, never give up their search, even battling Italian magician Signor Doppo (Philip Leaver) in the luggage compartment, in a knife fight.
It turns out Iris was right along about the mysterious disappearance of Miss Froy. Dr. Hartz and a high heels-wearing nun (Catherine Lacy) are at the center of the mystery. After soldiers outside the train confront Iris, Gilbert and the rest of the passengers in a heated gunfight, the journey comes to a surprising, happy and romantic ending.