Virginia Otis, Mr. and Mrs. Otis' fifteen-year-old daughter, has suddenly gone missing. Straight away, Virginia's parents start looking for her all over Canterville Hall, while the boys go outside and see if they can find her.

When the search of the stately home turns up no sign of Virginia, Mr. Otis comes up with an idea. A few days before, he had given a band of gypsies permission to camp in the park. He seems to think that they have kidnapped his daughter, a common prejudice at the time.

However, when Mr. Otis reaches the camp, he finds that the gypsies have upped sticks and left. Further enquiries yield no fresh leads as to Virginia's whereabouts, and it is in a state of depression that Mr. Otis and his sons return home.

Mrs. Otis is also in low spirits. When her husband returns with Washington and the twins, she's lying on a couch in the library, going out of her mind with terror and anxiety. Mrs. Otis is having her head bathed with eau de cologne by an old housekeeper.

Mr. Otis suggests that everyone has something to eat. They promptly do so, but it's a very melancholy meal, shrouded as it is in a pall of extreme anxiety concerning Virginia's whereabouts.