The London Magazine during 1905 and first published in book form in 1906.

The story concerns a family who move from London to "The Three Chimneys", a house near the railway in Yorkshire, after the father, who works at theh Foreign Office, is imprisoned after being falsely accused of spying. The children befriend an Old Gentleman who regularly takes the 9:15 train near their home; he is eventually able to help prove their father's innocence, and the family is reunited.