Oops a "Freudian slip." Reference to a song that came out in the same year as the movie.
This Hitchcock movie is based on the book "The Wheel Spins", by Ethel Lina White. It is fun to read the base story to compare to the movie.
One may complain or praise the presentation media yet the bottom line is that once you start to watch the movie that all becomes secondary to the story and the acting.
I will not go through the whole story as the fun is watching it unfold or maybe not unfold fast enough. I think that is called suspense.
Iris Henderson (Margaret Lockwood) a vacationer is stuck in a hotel waiting for a train that is blocked by an avalanche. There she forms an adversarial friendship with a traveling musician (Michael Redgrave.)
When the train finally gets underway Iris who is hit on the heads by an accident is being looked after by Miss Froy (Dame May Whitty). When Miss Froy goes missing on a moving train, nobody remembers her ever being there. Dr. Hartz (Paul Lukas) explains that with a bump on the head you can imagine all kinds of people. Gilbert her new musician friend tries to placate her and he may be her only link to sanity as he helps her in her search for the missing Mrs. Fry.
We to are sure that there is a Mrs. Froy and take part in the search.