In The Necklace Affair, Captain Lacey agrees to help a society matron discover what has become of her expensive diamond necklace and to clear her maid, who has been arrested for its theft. Lady Clifford declares that the rival for her husband's affections has stolen the necklace, but Lacey soon realizes that the problem is not so simple. He quickly becomes enmeshed in scandal and past secrets, and recruits Grenville and Lady Breckenridge to assist him. As he investigates, he finds himself competing with the underworld criminal, James Denis, for the necklace's retrieval.
In The Gentleman's Walking Stick, Captain Lacey is asked to retrieve a walking stick, which embroils him in an affair of theft, deception, and betrayal.
In The Disappearance of Miss Sarah Oswald, Lacey hunts for a missing young woman, learning more about a family's sordid secrets than he wanted to know.
Events in these stories occur between the end of The Sudbury School Murders and the beginning of A Body in Berkeley Square.