"The Lady Vanishes" is a typical work of that genius in the art of motion pictures, Alfred Hitchcock, the overstuffed and delightful gentleman from London. But Hitchcock chooses to use his genius where it will do the least harm to the most effect, and so while everything he does has such speed and clarity it's a pleasure to sit there over and over and watch him work, he works frankly in surface motion. There is human interest and sympathy because his people are always right; but the action is violent, the need for it somehow unreal, and emotion does not mature….
The story is almost unimportant: boy and girl find lady, have to shoot their way out, saving the nation and getting married. But it's just the thing for Hitchcock, who has more fun with the people on that train than a barrel of monkeys—the fun more liberally interjected than usual into throttled guitar players, false compartments, drugs, guns and evil. It's as much comedy as straight plot, in fact, and some of the exploration of the English mind is as neat as you'll see, done with relish and droll good humor, planted not only in dialogue and perfect delivery but in the concept of type and situation….
Hitchcock is a one-man show, getting every detail straight in his head and the way he wants it before the first camera starts rolling. He is almost an academy, too, because no one can study the deceptive effortlessness with which one thing leads to another without learning where the true beauty of this medium is to be mined.
Otis Ferguson, "War and Other Pieces," in The New Republic (reprinted by permission of The New Republic; © 1938 The New Republic, Inc.), Vol. 86, No. 1245, October 19, 1938, p. 307.