In spite of these disappointments, Holmes' quiet confidence in his own good faith continued unshaken. When the hapless Mrs. Pitezel was released, he wrote her a long letter. "Knowing me as you do," he said, "can you imagine me killing little and innocent children, especially without any motive?" But even Mrs. Pitezel was not wholly reassured. She recollected how Holmes had taken her just before his arrest to a house he had rented at Burlington, Vermont, how he had written asking her to carry a package of nitro-glycerine from the bottom to the top of the house, and how one day she had found him busily removing the boards in the cellar. II THE WANDERING ASSASSIN The District Attorney and the Insurance Company were not in agreement as to the fate of the Pitezel children. The former still inclined to the hope and belief that they were in England with Miss Williams, but the insurance company took a more sinister view. No trace of them existed except a tin box found among Holmes' effects, containing letters they had written to their mother and grandparents from Cincinnati, Indianapolis, and Detroit, which had been given to Holmes to dispatch but had never reached their destination. The box contained letters from Mrs. Pitezel to her children, which Holmes had presumably intercepted. It was decided to make a final attempt to resolve all doubts by sending an experienced detective over the route taken by the children in America. He was to make exhaustive inquiries in each city with a view to tracing the visits of Holmes or the three children. For this purpose a detective of the name of Geyer was chosen. The record of his search is a remarkable story of patient and persistent investigation. Alice Pitezel had not seen her mother since she had gone with Holmes to identify her father's remains in Philadelphia. From there Holmes had taken her to Indianapolis. In the meantime he had visited Mrs. Pitezel at St. Louis, and taken away with him the girl, Nellie, and the boy, Howard, alleging as his reason for doing so that they and Alice were to join their father, whose temporary effacement was necessary to carry out successfully the fraud on the insurance company, to which Mrs. Pitezel had been from the first an unwilling party. Holmes, Nellie and Howard had joined Alice at Indianapolis, and from there all four were believed to have gone to Cincinnati. It was here, accordingly, on June 27, 1895, that Geyer commenced his search. After calling at a number of hotels, Geyer found that on Friday, September 28, 1894, a man, giving the name of Alexander E. Cook, and three children had stayed at a hotel called the Atlantic House. Geyer recollected that Holmes, when later on he had sent Mrs. Pitezel to the house in Burlington, had described her as Mrs. A. E. Cook and, though not positive, the hotel clerk thought that he recognised in the photographs of Holmes and he three children, which Geyer showed him, the four visitors to the hotel.