In The Case of the Woman in Blue, Mr. Keen, the renowned Tracer of Lost Persons, is approached by a distressed Air Force Lieutenant named Lansing. The Lieutenant is visibly anxious as he explains his predicament to Mr. Keen's assistant, Susie, while waiting for Mr. Keen to arrive. He recounts a recent encounter with a beautiful woman named Francia at a masquerade party, where they shared an instant connection. However, when he visits her home the following day, he is met with a mysterious maid who informs him that Francia has left town two days prior, leaving him confused and worried.