The Story of a Disappearance and an Appearance by M.R James
One of James’s lesser-known but fascinating tales — set at Christmas, it’s presented as a series of letters about a disturbing Punch and Judy show, a mysterious disappearance, and a spectral visitation on Christmas Eve. It first appeared in print in the June 4, 1913 issue of the magazine Cambridge Review. It was published again in 1919 as part of the anthology A Thin Ghost and Others.
