The method of locating a criminal in a great city is as interesting as it is little understood. The first step is to secure from the local police information as to the favorite haunts of criminals of the class under pursuit, paying special regard in the preliminary inquiries to the possibility of love-affairs; for thieves, even more than honest men, are swayed in their lives by the tender passion, and are often brought to justice through the agency of women. With so much of such information in their possession as they could gather, Mr. Stone and his detectives spent their time in likely resorts, picking up acquaintance with frequenters, and, whenever possible, turning the talk adroitly upon the man they were looking for. It is a mistake to suppose that in work like this detectives disguise themselves. False beards and mustaches, goggles and lightning changes of clothing, are never heard of except in the pages of badly informed story-writers. In his experience of over twenty-five years Mr. Murray never wore such a disguise, nor knew of any reputable detective who did. In this expedition the detectives simply assumed the characters and general style of the persons they were thrown with, passing for men of sporting tastes from the East; and, having satisfied the people they met that they meant no harm, they had no difficulty in obtaining such news of McCoy and the others as there was. Unfortunately, this was not much. After going from one city to another on various clues, hearing of one member of the gang here and another there, and in each instance losing their man, the detectives finally brought up in New Orleans. They had spent five or six weeks of time and a large amount of money, only to find themselves absolutely without a clue as to the whereabouts of the men they were pursuing. They were much discouraged when a telegram from Mr. Pinkerton told them that "Butch" McCoy was back in Galesburg, where they had first sought him. Proceeding thither with all despatch, they traced McCoy into a saloon, and there three of them,--John Smith, representing the Rock Island Railroad; John McGinn, for the Pinkerton Agency; and Frank Murray, working for Mr. Stone,--with drawn revolvers, captured him, in spite of a desperate dash he made to escape. McCoy's capture was the occasion of much felicitation among the people interested in the matter. Mr. St. John and Mr. Stone were confident that now the whole mystery of the express robbery could be solved and the murderer convicted. But McCoy showed on trial that he had left New Orleans to come North only the night before the murder and had spent the whole of that night on the Illinois Central Railroad. It also appeared that McCoy's associate, Connors, was in jail at the time of the robbery, and that the man "Jeff" was dead. Thus the whole Plunkett story was exploded. III