On the evening following the great fog of 1897, four strangers are dining at an exclusive gentleman's club, while a fifth, Sir Andrew, is just finishing the last few pages of a pulp mystery novel. As Sir Andrew rises to leave, a visiting American diplomat announces that the previous evening, he stumbled upon the scene of a double murder which has left Scotland Yard detectives baffled.

Sir Andrew listens raptly as each diner in turn each adds his own bits of background and theories about who could have killed the Russian princess and the young British adventurer. Two clever twists will have readers themselves feeling as though they, too, have been wandering in the fog.