Richard Harding Davis 
In the Fog [EPUB ebook] 

During the night of the great fog of 1897, five members of London’s The Grill club listen to the telling of three interconnected stories. An American gentleman begins by relating how he had gotten lost in the fog and stumbled upon a house where a double murder had just been committed. The victims of the slayings were a young nobleman and a Russian princess…
This atmospheric mystery by Richard Harding Davis unfolds from three different perspectives and ends with a surprise twist.