With regard to Sir Edmund Berry Godfrey, Mr. A. W. Crawley-Boevey points out to me that in an unpublished letter of Mr. Alexander Herbert Phaire in 1743-44 (Addit. MSS. British Museum 4291, fol. 150) Godfrey is spoken of in connection with his friend Valentine Greatrakes, the ‘miraculous Conformist,’ or ‘Irish Stroker,’ of the Restoration. ‘It is a pity,’ Mr. Phaire remarks, ‘that Sir Edmund’s letters, to the number of 104, are not in somebody’s hands that would oblige the world by publishing them. They contain many remarkable things, and the best and truest secret history in King Charles II.’s reign.’ Where are these letters now? Mr. Phaire does not say to whom they were addressed, perhaps to Greatrakes, who named his second son after Sir Edmund, or to Colonel Phaire, the Regicide. This Mr. Phaire of 1744 was of Colonel Phaire’s family. It does not seem quite certain whether Le Fevre, or Lee Phaire, was the real name of the so-called Jesuit whom Bedloe accused of the murder of Sir Edmund. Of the studies here presented, ‘The Valet’s Master,’ ‘The Mystery of Sir Edmund Berry Godfrey,’ ‘The False Jeanne d’Arc,’ ‘The Mystery of Amy Robsart,’ and ‘The Mystery of James de la Cloche,’ are now published for the first time. Part of ‘The Voices of Jeanne d’Arc,’ is from a paper by the author in ‘The Proceedings of the Society for Psychical Research.’ ‘The Valet’s Tragedy’ is mainly from an article in ‘The Monthly Review,’ revised, corrected, and augmented. ‘The Queen’s Marie’ is a recast of a paper in ‘Blackwood’s Magazine’; ‘The Truth about “Fisher’s Ghost,”’ and ‘Junius and Lord Lyttelton’s Ghost’ are reprinted, with little change, from the same periodical. ‘The Mystery of Lord Bateman’ is a recast of an article in ‘The Cornhill Magazine.’ The earlier part of the essay on Shakespeare and Bacon appeared in ‘The Quarterly Review.’ The author is obliged to the courtesy of the proprietors and editors of these serials for permission to use his essays again, with revision and additions.* *Essays by the author on ‘The False Pucelle’ and on ‘Sir Edmund Berry Godfrey’ have appeared in The Nineteenth Century (1895) and in The Cornhill Magazine, but these are not the papers here presented. The author is deeply indebted to the generous assistance of Father Gerard and Father Pollen, S.J.; and, for making transcripts of unpublished documents, to Miss E. M. Thompson and Miss Violet Simpson. Since passing the volume for the press the author has received from Mr. Austin West, at Rome, a summary of Armanni’s letter about Giacopo Stuardo. He is led thereby to the conclusion that Giacopo was identical with the eldest son of Charles II.--James de la Cloche--but conceives that, at the end of his life, James was insane, or at least was a ‘megalomaniac,’ or was not author of his own Will. I. THE VALET’S TRAGEDY 1. THE LEGEND OF THE MAN IN THE IRON MASK