The Room in the Dragon Volant by J. Sheridan le Fanu (1872)
This short novel, also published as The Inn of the Flying Dragon, is one of the lesser-known works by J. Sheridan Le Fanu, the Irish writer and editor whose influence on supernatural and mystery fiction is immense. The story occupies the entire second volume and a portion of the third volume of his collection In a Glass Darkly. (The other stories in the book are Green Tea, The Familiar, Mr. Justice Harbottle, and Camilla -- classics all and well worth your time.) All the stories in this collection feature the occult detective Dr. Martin Hesselius, albeit in the instance of Dragon he is used merely as a framing device.
Richard Beckett, a young and naive Englishman on his way to Paris in 1815, happens upon a carriage that had almost overturned. He helps right the carriage and notices a veiled woman within but could not catch her features. He did, however, receive the grateful appreciation of the old gentleman whose carriage this was. Beckett is strangely taken with the mysterious woman and, with a romantic impulse follows the carriage to an inn. The old gentleman, he learns, is the Compte de St. Alyre, a miserly and mean-spirited man. The mystery woman is his very young wife whose beauty is the exact opposite of her elderly husband. Beckett also learns that the young woman is unhappy and that the Compte has married her for her fortune.
Beckett also meets, and gains the confidence of the Marquis d'Hommeville who is travelling under a pseudomyn on a political mission of grave importance.
Things come to a head at the Dragon Volant, an inn where Beckett is given a "cursed" room. Three times in the past, lodgers had vanished from with the room while it was completely locked. So, there you have it: a locked room, murder, political intrique, a damsel in distress, an evil old man, battles, a romantic young hero -- what more can you ask for?
While not as well-known as Le Fanu's major mystery novel Uncle Silas, The Room in the Dragon Volant remains a highly readable, highly interesting example of his work. Recommended.