E. Phillips Oppenheim 
The Seven Conundrums [PDF ebook] 
(Illustrated Edition)

Edward Phillips Oppenheim (1866-1946) is best known for his thrillers, but he also wrote several collections of short stories. Many of his novels have been adapted for the screen.
Synopsis
The wind, storming up from the sea, beat against the frail little wooden building till every rafter creaked and groaned. The canvas sides flapped and strained madly at the imprisoning ropes. Those hanging lamps which were not already extinguished swung in perilous arcs. In the auditorium of the frail little temporary theatre, only one man lingered near the entrance, and he, as we well knew, with sinister purpose. In the little make-up room behind the stage, we three performers, shorn of our mummer’s disguise, presented perhaps the most melancholy spectacle of all.