The Lady Vanishes, Alfred Hitchcock's comedy-thriller, came at the end of his British period; this film's success brought Hitchcock to the attention of Hollywood. He would complete only one other British production, Jamaica Inn, before crossing the Atlantic to working for David O. Selznick on Rebecca. The film concerns the young Iris Henderson (Margaret Lockwood), heading home on a train after spending the holidays in the Balkans. Iris becomes friends with a kindly old lady, Miss Froy (Dame May Whitty) after Iris gets hit in the head with a flowerpot meant for Miss Froy. On the train, recovering from the blow, Iris falls asleep. When she awakens, Miss Froy has vanished, replaced by someone else in Miss Froy's clothing. Iris talks to the other passengers, a bizarre collection of eccentrics who think that Iris is crazy for insisting on there even being a Miss Froy -- everyone denies having ever seen the old woman. Finally, Iris finds a young musician, Gilbert (Michael Redgrave), who believes her and the two proceed to search the train for clues to Miss Froy's disappearance.
~ Paul Brenner, All Movie Guide