"The Lost Special" is a short story by Arthur Conan Doyle first published as part of the Round the Fire series in The Strand Magazine of August 1898. It is implied to be a Sherlock Holmes story, though his name is not used. The story's narrative mode is third person, subjective, though the narrator is not identified.
This story concerns the baffling disappearance of a privately hired train (a special) on its journey from Liverpool to London on 3 June 1890; besides the train crew of driver, fireman, and train guard the only passengers are two South Americans. The train is confirmed to have passed Kenyon Junction but never have reached Barton Moss. The only clues are the dead body of the engineer found among the train tracks past Kenyon Junction and a letter from the United States that purports to come from one of the missing train crewmen. Authorities fail to discover any traces of the train. A letter to The Times by "an amateur reasoner of some celebrity at that date" is excerpted at one point, the style of which suggests that the author is probably Sherlock Holmes. This "recognized authority upon such matters" suggests that the train and its passengers are destroyed by a criminal organization comparable to Camorra, by first directing into one of the unused tracks of abandoned mines that lay nearby. The proposition meets with heated opposition, although the objectors fail to supply any conceivable alternative. Nevertheless, the responsible authorities do not act on the proposal and the public never shows any interest as a political scandal has already attracted their attention. Eight years later, a criminal mastermind called Herbert de Lernac, scheduled for execution in Marseilles, confesses to the crime, revealing details that are only slightly different than what the amateur sleuth proposed. Herbert suppresses the names of his employers in this confession, but threatens to reveal their names if he is not granted a pardon.
Another fictional railway mystery by Arthur Conan Doyle "The Story of the Man with the Watches" is a 1892 locked room mystery in which an unknown man is found in a railway compartment with six watches; an unnamed criminal investigator theorizes a solution to the mystery 
The story was adapted as a 1943 episode of the radio program Suspense.
The story was adapted as an episode of the radio program Escape which aired February 12, 1949. While the episode includes several letters to the Times, the one sometimes attributed to Sherlock Holmes is not among them.
The 1941 crime film The Great Train Robbery uses essentially the same method for causing the disappearance of a train between stations as "The Lost Special." Conan Doyle's story is not credited as the film's source material, and Sherlock Holmes is not, either explicitly or implicitly, consulted.
A very faithful adaptation was done in 1980 for Radio Mystery Theatre as "The Mysterious Rochdale Special".
The 1986 DC Comics limited series Watchmen includes possible references in theme of hiding a great secret of world significance, with a character named Jane Slater as acknowledgment.