Miss Hinch is a young, independent actress and a notorious fugitive wanted for the murder of her lover, John Catherwood. She possesses incredible talents in impersonation and theatrical makeup. She alters her physical form seamlessly to avoid detection. Her recent escape into the chilly streets of New York City causes immense public paranoia and dominates the sensationalist newspaper headlines. She operates under the intense pressure of evading law enforcement and the electric chair.

Jessie Dark, whose real name is Miss Mathewson, is a famed crime journalist and newspaper detective. She builds a formidable reputation for tracking down infamous female criminals when traditional male police forces fall short. Driven by keen professional pride and a deep insight into the psychology of her targets, she views the pursuit of Miss Hinch as her most challenging case. She operates as a hero of the press and drives daily newspaper circulation with her exploits.

The train passengers form a cross-section of early 20th-century New York City, including an older man, a young gentleman, and the train conductor. They read the sensationalist news surrounding the citywide manhunt and eagerly debate the ongoing criminal investigation. Their animated discussions demonstrate their insatiable appetite for salacious crime stories. They voice the city's paranoia and fascination with the murder case.

John Catherwood is the deceased lover of the actress Miss Hinch. His recent murder, a stabbing with a stage-prop sword in a dressing room, triggers the story's intense manhunt. Rumors circulate that he planned to leave his lover to marry someone else, an act that motivated the crime of passion. Though dead before the story begins, his murder drives the ensuing chase.