On the evening following the great fog of 1897, four strangers are dining at the exclusive gentleman's club The Grill, while a fifth--Sir Andrew--is just finishing the last few pages of a pulp mystery novel before he hurries back to the House of Commons to advocate on behalf of an unpopular naval spending bill. As Sir Andrew rises to leave, the visiting American diplomat announces to the others at the table that on the previous evening, he stumbled upon the scene of a double murder which has left Scotland Yard detectives baffled. Sir Andrew checks his watch, and excitedly asks the American to quickly relate the details.

When the American has finished, Sir Andrew again makes to leave for his appointment until a second man chimes in with what he knows of the murder victims. Sitting back down, 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 (who, as it turns out, is from a well-known and prominent family, and had just returned from a year in Africa the very day he was murdered). Of course, Sir Andrew misses his appointment, but two clever twists will have readers themselves feeling as though they, too, have been wandering in the fog.