 Contrary to popular belief and to the conceptions of the writers of horror stories, strange and mysterious events do not require strange and mysterious settings. One of the most remarkable incidents in all the annals of the incredible took place on the teeming streets of New York City. It was there that the girl named Dorothy Arnold was last seen in human form. Missing persons have long been a daily phenomenon in this largest city in the world. Consequently, the chief of the Missing Persons Bureau of New York City looked upon it as a matter of routine, when on December 13, 1910, a middle-aged man in a state of great agitation came bustling into the room. You people have got to help me find her. She's gone. Disappeared. I want you to start looking for her at this very minute. It might be easier if we knew who she is. It's my ward. It's Dorothy. Dorothy Arnold. How long has she been missing? Almost 24 hours. She came to my office yesterday morning. When she left, I walked up Fifth Avenue a few blocks with her. We separated at 7 a.m. Which way did she go? She went into the park. She always came home for dinner, but she didn't show up. I waited up for her all night, but there was no sign of her. Within a half hour, the elaborate police machinery had gone into motion. In every section of the city, it was known that Dorothy Arnold, aged 25 feet 5 inches tall, blue eyes, light blonde hair, was missing. The hospitalists were scrutinized. The recent arrivals at the municipal morgues were examined closely. Shadowed figures who were well known to the police were rounded up and questioned. The following morning, the chief of the missing persons department was ready to report to Robert Decker. We haven't found a single clue so far, Mr. Decker. But I wouldn't be too discouraged if I were you. It's been our experience that when girls disappear the way your ward disappears. It's usually because they want to. You mean that big Dorothy ran away? She doubtless had at least one male friend who wouldn't have been averse to the idea, didn't she? The only man she cared about, the only man she ever paid the slightest attention to, happens to be in Italy at the moment. When she came to my office, she was planning a tea for some of her former classmates, about 60 of them. It was to be held in my home next Thursday, the 17th. We talked about it all the way up Fifth Avenue, and Dorothy was tremendously pleased and excited about the whole thing. When she left me there at the 79th Street entrance to the park, she was well and happy. And then something happened to her. From that day until this, Dorothy Arnold has never been seen again. All this, one may say, is scarcely remarkable. But the case of Dorothy Arnold becomes remarkable when one considers an item that was printed in the pages of the New York Stun on December 13th. The day her disappearance was reported. Scientists were baffled by an unprecedented occurrence in Central Park this morning. There has never been a swan on the Park Lake before, but one appeared there today. The swan, a full grown and particularly beautiful specimen, was first observed on that portion of the lake, which borders the 79th Street entrance. No, Dorothy Arnold's disappearance has never been explained, nor has anyone ever been able to explain the presence of the swan on the lake in Central Park. All that can be said is that the two events occurred at the same time and in the same place. This is a fact which leads one to certain inescapable and astonishing conclusions. A fact incredible but true.