"Take the Case of That Old Lady with the Diamonds"

"The Disappearing Diamonds."
By Arthur M(inturn) Chase (1873-1947).
First appearance: The Railroad Man’s Magazine, January 1910.
Short short story (9 pages, with 6 illos).
Online at Archive.org (HERE).
(Note: Faded text; click the "Zoom In" function 3 or 4 times.)

"Sherlock Holmes, Eugene Vidocq, or Arsene Lupin Couldn't Have Kept Track of Them."

When forty thousand dollars' worth of precious rocks somehow wander off, infiltrating the general population of unsuspecting passengers (and crew) aboard a train, the expression "Lead us not into temptation" suddenly acquires greater significance for everybody who knows about it . . . then a pair of trousers goes missing . . . then an otherwise sensible 
man throws his coat out the window . . . and then an old woman, in grabbing the emer-
gency brake, hurls "her whole weight on it, like a drowning man would grab a straw," 
rolling "people over like tenpins" . . . but you needn't worry: all of these evidently nonsensical acts will lead us at last to a reason for them—well, maybe not a reason 
exactly, let's just call it an explanation and settle for that . . .

Resources:
- Our story takes place almost entirely aboard a Pullman sleeping car; see Wikipedia (HERE) for a brief history of the Pullman and Rails West (HERE) for a much more detailed and hand-somely illustrated account of the Pullman car's evolution.

- According to the FictionMags data, Arthur M. Chase ("born in New York City"), a book reviewer for The Bookman in the early- and mid-'10s, produced relatively few short stories and seems to have had more success with his later thriller novels: The Party at the Pent-house (1932), Danger in the Dark (1933), Murder of a Missing Man (1934), Twenty Minutes 
to Kill (1936), No Outlet (1940), and Peril at the Spy Nest (1943), a few of which received reviews:

   ~ The Party at the Penthouse (1932):

     "A badly written tale which, however, keeps your interest, and we don't know why, for every idea and situation in it is threadbare from use. Thirteen people gather on Friday the 13th in a penthouse apartment. Seance, lights out, suspense, scream, lights up, host dead with dagger protruding from bosom. And they can't get out because the big door has blown shut and they can't find the key. So they set to work to discover which of them is a murder-er." — Walter R. Brooks, The Outlook, January 13, 1932 (HERE; scroll down to page 58).

     "Steve Carrington—a Harvard man, one regrets to observe—used to throw rather catch-as-catch-can parties in The Hermitage, as he called his penthouse bungalow on top of the Madison Building. There, twenty-six stories above the street and in complete isolation, little gatherings assembled; a large paper rose in the living-room was a hint that whatever happen-ed must be considered sub rosa. But on the evening described in this lively mystery story the party was not supposed to be a wild one. The guests were a stockbroker and his wife, an engineer and ditto, and a clever young publisher with his exceptionally attractive consort. There were also the very lovely Mary Parsons; the host's secretary, Mr. Deakin; an Irish baronet called Sir Geoffrey, and Marjorie, herself a writer of detective tales and narrator of this one. And that the number of the group was thirteen, the time midnight, a thunderstorm, a spook seance, a Cellini stiletto, and a green diamond. It was obviously a bad omen when Mr. Carrington, the somewhat sinister host, took to singing Danny Deever in his cups. The tale is well told and makes excellent pastime. Mr. Chase makes a welcome addition to our native mystery writers." — "The New Books," The Saturday Review, January 23, 1932 (HERE).

   ~ Danger in the Dark (1933):

     ". . . Anglophile is a name that causes ructions in writing circles these days, so we turn hastily to 'Danger in the Dark,' by Arthur M. Chase, a tale that takes place, so far as location can be determined, in the confines of the Empire State. Old Mr. Van Tassel—who took a suitcase full of currency to his country villa, hid it in a well, ordered a retreat to New York when his family was attacked by bandits while at dinner, and was found later deep in the well where his money went—is the victim on whom Gene Mallory, writer of mystery fiction, tries to prove his value as a real detective. The village police dismiss the death as an accident, but Mallory knows better and delves into the history of the family and its retainers until he hits the tiny clue that leads to the solution. The story has plenty of movement, and the detective work is honest and aboveboard." — Walter C. Weber, "Murder Will Out," The Saturday Review, January 21, 1933 (HERE, column 2).

     "A detective story involving six people in a murder and theft at a country estate, by the author of The Party at the Penthouse, a very successful thriller. This second attempt promis-es to be equally successful; it holds, mystifies, and entertains." — "The Bookman's Guide to Fiction: Detective and Mystery," The Bookman, February 1933 (HERE).

   ~ Murder of a Missing Man (1934):

     "Crime, Place, Sleuth: Fleeing fratricide meets death in sleeping-car, involving 
occupants of other berths, sharp old lady, two sleuths. Summing Up: Murders on 
steamship and murders in train are coming so often they give us a pain. Verdict: 
Vin ordinaire." — "The Criminal Record," The Saturday Review, February 3, 1934 
(HERE).

   ~ Twenty Minutes to Kill (1936):

   ~ No Outlet (1940):

     "Crime, Place, Sleuth: Much married ex-diva socked and slung into pool on Carolina estate. Miss Townsend and detective Green solve it. Summing Up: Country house full of interesting red herrings—including servants—scene of much action, and a slightly fore-
gone conclusion. Verdict: Good." — "The Criminal Record," The Saturday Review, 
March 9, 1940 (HERE).

   ~ Peril at the Spy Nest (1943):