It happened that one Mr. Freeman, a brewer, had been robbed of two hundred pounds, and that an officer had been sent to search every suspected place for the thieves. One Lancaster was the person upon whom suspicion chiefly rested, and, while searching a house for him, they discovered Madame walking in a night-gown. The thief-catcher entered her room, and, seeing two letters upon the table, he began to examine their contents. Madame was highly displeased with his impertinent freedom, and, in the course of the dispute which ensued, he had occasion to examine the features of her countenance, and recognising her ladyship, took both her and her letters along with him. When removed to the Old Bailey, she was interrogated, whether she was the woman who usually went by the name of Mary Carleton. She answered, “Yes.” The court then demanded the reason of her return from banishment before the specified time. She made many trifling excuses, which detained the court for a few days; but finding these excuses would not answer her purpose, she pleaded pregnancy. A committee of matrons was then appointed to examine her, who gave a verdict against her, and she was condemned to suffer in conformity with her previous sentence. In prison she was visited by many, out of curiosity to see the behavior of such a remarkable character in confinement and under sentence of death; and several clergymen attended her to conduct her devotions, and to direct her in her calamitous situation. She confessed herself to be a Roman Catholic, and sincerely bewailed her criminal conduct, frequently wishing that she could again renew her life, in order to spend it in a more exemplary and virtuous manner. On the day of her execution, she appeared more cheerful and gay than usual, and, placing the picture of her husband upon her arm, she went to Tyburn with it. She appeared devout, and, when she heard St. Sepulchre’s bell begin to toll, uttered several pious ejaculations. To a friend, who rode in a cart with her to the place of execution, she delivered two Roman Catholic books; and, addressing the multitude, owned that she had been a very vain woman, and hoped that her fate would deter others from the same evil ways; and that, though the world had condemned her, she had much to say for herself. Then, praying God to forgive her as she did her most inveterate enemies, she was in a few minutes launched into eternity. She was executed in the year 1672, in the thirty-eighth year of her age, and in the same month of the year in which she was born. CAPTAIN DUDLEY. Captain Dudley was born at Swepston in Leicestershire. His father once possessed a considerable estate, but through extravagance lost the whole except about sixty pounds per annum. In these reduced circumstances he went to London, intending to live in obscurity, corresponding to the state of his finances.