This is an early Alfred Hitchcock film (1938).
Storyline from IMDB:
Travellers on a trans-European train are delayed for a night due to bad weather in a small fictional country called Mandrika. The passengers cram into the small village hotel where socialite Iris Henderson meets an old governess called Miss Froy. Shortly after the journey restarts, Miss Froy disappears.
If you saw Flight Plan with Jody Foster, you can get a feeling for the basic plot of The Lady Vanishes, but the stories are only similar, not exactly the same.
I love Alfred Hitchcock movies, for the most part, but I have to say, this one was not one of my favorites. I don’t know if it was the similarity to Flight Plan, which I enjoyed, or because it’s an early Hitchcock and therefore, not up to the quality of some of his later stuff.
This is one of the Criterion Collection films, so presumably someone more qualified than I am has judged this to be one of the best films from this master story teller. I don’t want to give away the ending for those who want to see it and judge for themselves, but I was disappointed. I really didn’t feel it was up to the standards I expect from Hitchcock.