On a winter day in January 1883, Una Kelly works as a pickpocket at Grand Central Depot in New York City. She watches passengers disembark from newly arrived trains, dismissing businessmen and coach-class travelers as unsuitable marks. She targets a well-dressed man from the Midwest who appears new to the city. Una deliberately collides with him, spilling her travel case. As the flustered man helps gather her belongings—including a silk chemise that embarrasses him—Una steals his silver cigarette case engraved with the initials JWC, along with some money. She lies about travel plans and then retreats to the waiting room.

As Una examines the stolen case, she reflects on her rules as a thief: Never linger, never return to the same location, and never steal too much. Hungry, she prospects the depot basement for more marks. On her way, she witnesses a young boy attempting to pickpocket a well-dressed man’s gold watch. When the boy is caught, Una intervenes, pretending to be his aunt and convincing the man to release him. Outside, she scolds the boy for his sloppiness and offers advice on better thieving techniques, including working the elevated trains and starting with smaller scores.