The Lady Vanishes (1938)

  I've always been a Hitchcock girl.  My mother raised me on movies from the 40's and 50's and I probably saw most of his films by the time I was 10.  This is one of the few that fell between the cracks.  It's been remade a couple of times; once in 1979 starring Cybil Shepherd and then loosely again in 2005 as Flightplan.

Iris Henderson (Margaret Lockwood) is a young debutante having a good time on vacation in Bundrika, an Eastern European country, before returning to England to get married.  An avalanche has delayed the train until the next day and she meets Ms. Froy (Mae Whitty), a governess also returning home to England.  At the station, Iris gets hit on the head by a falling flowerpot and Ms. Froy takes care of her on the train.  Iris takes a short nap and wakes to find that Ms. Froy is gone.  Worse, no one else claims to have seen the lady.  Incensed at the implication she made up the old lady, Iris gets Gilbert (Michael Redgrave) to help her search.  Things go from improbable to bizarre as the passengers continue to deny Ms. Froy ever existed, for their own reasons.  Iris and Gilbert have to unravel the conspiracy if they want to save Ms. Froy and their own lives.

It's a Hitchcock film, so the suspense is top-notch.  Some of the initial interactions between Iris and Gilbert feel a little forced, but once the action starts things even out.  Old Alfred may have had questionable methods but you can't argue with his results.