Margery Allingham 
Flowers For the Judge [EPUB ebook] 

The story of the little man, sometimes a stockbroker, sometimes a tea merchant, but always something in the City, who walked out of his suburban house one sunny morning and vanished like a puff of grey smoke in a cloudless sky, can be recalled by nearly everyone who lived in Greater London in the first years of the century.
The details vary. Sometimes it was the inquisitive lady at Number Ten who saw him go by, and the invalid propped up in the window of Number Twelve who did not; while the letter which he was about to post was found lying pathetically upon the pavement between the two houses. Sometimes the road was bounded by two high walls, with a milkman at one end and the unfortunate gentleman’s wife on her door-step at the other. In this version the wife was kissed at the garden gate and waved at from halfway down the oddly bordered road, yet the milkman saw neither hide nor hair of his patron then or afterwards.