The cigarette has been credited with being the cause of a great many crimes... Nat Pierce, a Sherlock Holmes type of crime investigator, was retained by Sloan to ferret out the theft, there being important reasons why Sloan did not desire publicity, and therefore kept the loss of the jewels from the police. Long story - short - Nat Pierce ends up getting killed, his daughter, Nell Pierce, "The Yankee Girl Detective", with only a cigarette butt and only halve-obliterated monogram, and the use of disguises, avenges her father's death and solves the Waldo jewel theft case.