An Alfred Hitchcock movie from 1938, and it seems even older than that. It's an oddball mixture of romantic comedy, mystery, and spy thriller.
Young Iris is off in a central-European ski resort with a couple girlfriends, a last fling before she gets married. The night before she's due to leave, she meets up with a seemingly ditzy but pleasant elderly woman, Miss Froy (played wonderfully by Dame May Whitty). She also encounters (in fact, meets-cute) Gilbert (Michael Redgrave, father to Vanessa and Lynn), an irritating musician.
After they all pile on a train, Miss Froy—you might have guessed—vanishes mysteriously. Even more mysterious, a number of passengers in the compartment insist that that Miss Froy was a figment of Iris's imagination. Iris begins to doubt herself, but Gilbert believes in her. Their investigation reveals that nothing is as it seems.
The movie has a number of other colorful characters: a pair of Brits that are anxious to get word of an important cricket match, frustrated at every turn. And there are a couple of scandal-shy lovers married to other people; he turns out to be a total weasel.
Things move slowly. Today, they could fit this plot into a 60-minute episode of Bones.
Consumer note: the cover art/link at the right goes to the Criterion Collection edition of the movie. Which is not what Netflix sent; instead we got a cheapie from a no-name publisher containing an intro by Tony Curtis, stumbling over his trite cue card lines. Bleah.