All the Dr. Thorndyke books are outstanding.
Humphrey Jardine, who is the narrator of the story, and who himself is the focus of several strange events. Jardines troubles begin with a casual walk, where he comes across the body of a man and runs to fetch the police, only to come back and find that the dead man has disappeared.
The police can find no trace that the man was ever there, so Jardine takes it upon himself to examine the scene for clues. Thorndyke, but not before Jardine finds his life in danger, and not just once.