"Impossible!" said I, mildly, to the "gentlemanly conductor," who beamed before me in the majesty of gilt lace on his cap, and the embroidered letters P. P. C. These letters do not mean, as in French, "to take leave," for the peculiarity of this man is, that he does not leave you till your journey's end: they mean, in American, "Pullman's Palace Car." "Impossible!" said I; "I bought my ticket at Chicago through to Philadelphia, with the assurance that the palace-car would go through. This lady has done the same for herself and her children. Nay, if you remember, you told me yourself that the `City of Thebes' was built for the Philadelphia service, and that I need not move my hat, unless I wished, till we were there." The man did not blush, but answered, in the well- mannered tone of a subordinate used to obey, Here are my orders, sir; telegram just received here from headquarters: `"City of Thebes" is to go to Baltimore.' Another palace here, sir, waiting for you." And so we were trans-shipped into such chairs and berths as might have been left in this other palace, as not wanted by anybody in the great law of natural selection; and the "City of Thebes" went to Baltimore, I suppose. The promises which had been made to us when we bought our tickets went to their place, and the people who made them went to theirs. Except for this little incident, of which all my readers have probably experienced the like in these days of travel, the story I am now to tell would have seemed to me essentially improbable. But so soon as I reflected, that, in truth, these palaces go hither, go thither, controlled or not, as it may be, by some distant bureau, the story recurred to me as having elements of vraisemblance which I had not noticed before. Having occasion, nearly at the same time, to inquire at the Metropolitan station in Boston for a lost shawl which had been left in a certain Brookline car, the gentlemanly official told me that he did not know where that car was; he had not heard of it for several days. This again reminded me of "The Lost Palace." Why should not one palace, more or less, go astray, when there are thousands to care for? Indeed had not Mr. Firth told me, at the Albany, that the worst difficulty in the administration of a strong railway is, that they cannot call their freight-cars home? They go astray on the line of some weaker sister, which finds it convenient to use them till they begin to show a need for paint or repairs. If freight-cars disappear, why not palaces? So the story seems to me of more worth, and I put it upon paper.