Then there's Hitchock's direction which is at its impeccable best with ahead-of-its-time camera work and beautifully illuminated scenes. I was also impressed that many scenes take place in very tight quarters. Hitchcock made this work well where other directors would have failed miserably.
The Lady Vanishes is also quite funny. It's humor is very British [i.e. a bit dry and a lot cheeky] but even if you don't like that kind of thing, it keeps you smiling and giggling from start to finish. The reason why the humor works so well is the talented cast Hitchcock worked with. Whoever his casting director was should be given a plethora of gold stars. I especially enjoyed Michael Redgrave [The Importance of Being Earnest] whose comedic timing is impeccable. His cohort in crime, Margaret Lockwood, is equally as delightful. The rest of the cast also creates an ensemble of characters that are unforgettable.
I won't tell you the plot of this one. It's one of those films that is best enjoyed with no preconceived notions of what's going on. Just enjoy this early slice of great cinema from a master director.
For more info check out the film's entry in IMDB.