Lady Frances Carfax has abruptly left her room at the Hôtel National in Lausanne and has not been heard of for weeks. Had she not been a woman, she would have been set to inherit a large amount of money. Nevertheless, she is known to have expensive jewellery. Watson comes to Switzerland to investigate as Holmes has to stay in London. His only is clue: a bearded man was pestering her. "The Disappearance of Lady Frances Carfax" is part of "His Last Bow".