A. Frank Pinkerton 
Dyke Darrel the Railroad Detective Or, The Crime of the Midnight Express [EPUB ebook] 

In this High Victorian detective novel, Dyke Darrel investigates the robbery of the Central Railroad’s midnight express, during which Dyke’s friend Arnold Nicholson, a messenger, was murdered. He is helped by his sister Nell, with whom he was supposed to go on holiday. Dyke Darrell turns "the Gotham of the North" – as he calls Chicago – upside down in search of the culprit. On the way he encounters old ennemies, kidnappers and masquerades, as he tries to solve "the most audacious crime of my remembrance."-