The two men he could see through the peephole certainly looked like cops. "Who is it?" he called.

"Police," a muffled voice said. "You called in a foundling report?"

Roger got a good grip on his knife. "I'm going to open the door," he said, making sure the chain was secure. "I want to see your identification."

He opened the door a crack, fully expecting the heavy wood to come crashing back at him as the two men tried to break it down. Instead, a hand eased gingerly through the gap holding a police badge and ID card for his inspection.

Roger gazed at the card a moment, uncomfortably aware that he didn't have the slightest idea what a real police ID looked like. But he had called them, and there wasn't much he could do now but hope they were genuine. "Thanks," he said. "Hang on, and I'll unchain it."

The hand withdrew, and he closed the door. Caroline's knickknack shelf was a step to the right; hurriedly sliding the knife out of sight behind one of the enameled plates, he unchained the door and opened it.

The two cops looked like they'd walked off the set of a TV show: one of them burly and Caucasian, with the look of long experience etched into his face, the other young and Hispanic and barely out of rookiehood. "I'm Officer Kern," the older cop identified himself, his eyes resting on Caroline a moment and then taking a quick sweep of the living room behind her. "This is Officer Hernandez.

You said you'd found a missing girl?"

"That's right," Roger said. "At least, we assume she's missing. There was this mugger in an alley on

101st Street—"

"Only he wasn't actually a mugger," Caroline interjected. "He wanted us to take her and—"

"Quiet!" Roger cut her off as a soft thud came from somewhere behind him. "What was that?"

"What was what?" Caroline asked tautly.

"I didn't hear anything," Kern said.

"Something went clunk," Roger said grimly, heading for the bedroom. "Like someone getting hit on the head."

He thought he was hurrying; but even so, both cops got to the bedroom door ahead of him. "Stay here," Kern ordered, his gun ready in his hand. Turning the knob, he shoved it violently open.

Hernandez was ready, diving through and ducking to the left. Kern was right behind him, breaking to the right. The closet light was still on, and from the doorway Roger could clearly see the bed and his coat lying open and rumpled.

The girl was gone.

"The balcony!" Caroline said in a shaking voice, pointing over Roger's shoulder at the sliding door.

"The broomstick's been moved."

"And the latch is open," Roger said grimly. "They've got her out there!"

Kern grunted something as both cops made for the sliding door. Hernandez got there first, shoving the door open and disappearing onto the balcony, the older cop right on his heels. Clenching his teeth, Roger followed, the cold air cutting across his damp shirt like a late-June breaker at Coney Island. He ducked through the opening—

And nearly ran full into Kern's back.

"What is it?" he demanded, skidding to a halt. Both cops were just standing there, looking around.

At the empty balcony.

Roger looked again. Aside from himself, the two cops, and the two heavy ceramic pots with Caroline's orange trees sticking out of them, the balcony was completely empty.

The outside lights suddenly came on, making him jump, and the living room door slid open. "Where is she?" Caroline asked anxiously, poking her head through.

"Good question," Kern said, his voice suddenly darkly suspicious. "You got a good answer to go with it?"

"But she can't be gone," Caroline objected, looking around. "She was right there in the bedroom.

Where else could she be?"

"Not here, anyway," Kern said, holstering his gun as he looked along the sheer wall. "And it's too far to jump to the next balcony."

"Couldn't have gone down, either," Hernandez added, leaning over the solid balcony wall and gazing down. He twisted his head and looked up along the wall of the balcony above theirs. "Or up, either.

Railings you could climb, but not solid walls like these."

"But she was here," Caroline insisted. "She has to still be here."

"Okay, fine," Kern rumbled. "Come on, Hernandez. By the book."

They spent the next fifteen minutes going systematically through the apartment, looking everywhere anything bigger than a Chihuahua could be hiding. In the end, they found nothing.

"Well, it's been fun, folks," Kern said as they headed for the front door. "Next time you feel like pulling someone's chain, leave the NYPD out of it, okay?"

"Sure," Roger growled. "Thanks for your time."

He let them out, deadbolting and chaining the door after them. Caroline had gone back to the balcony, looking around as if she still expected to see the girl hiding in a corner. With a tired sigh, he crossed the room and went out to join her.

"I don't understand," she said as he stepped to her side. "She was here, wasn't she? We didn't just dream it."

"If we did, we dreamed this, too," Roger told her, pulling the gun from his pocket.

"The gun!" Caroline gasped, all but pouncing on it. "Quick—call them back. This proves it!"

"This proves what?" Roger countered disgustedly. "A toy gun? It doesn't prove a thing."

"But—" Caroline seemed to sink back into herself again. "You're right," she said, her voice quiet again. "But then where did she go?"

"I don't know," Roger admitted, looking around the balcony. "I just hope... never mind."

"That whoever tried to strangle her didn't come back and finish the job?" Caroline said, her voice almost lost in the whistling of the wind.

"Yeah." Roger took a deep breath of the cold northern air. Winter was indeed coming early this year.

"Come on," he said, not knowing what else to say. "Let's go to bed."

They slept poorly that night. At least, Caroline slept poorly, and she assumed from the strained and mostly monosyllabic conversation between them the next morning that Roger hadn't done very well, either.

But at least they'd never gotten around to arguing about the play. That was something, anyway.

October was usually a quiet month in the real estate business, and this October had been no exception. Summer vacation rentals were only memories and bills, families with small children were firmly settled into the school year, and the Christmas bonuses that drew young couples' thoughts toward a nice co-op with a view were still two months away.

Which left Caroline plenty of time to think about the events of the previous evening. To think and to try to pick at the knots of the mystery in hopes of untangling them a little.

But all her efforts yielded nothing. She searched the local papers and Internet news sources for stories of urban violence that might connect with the bruises they'd seen on the girl's neck, but found nothing that matched both the crime and the girl's description. The man who'd left a streak of his blood on the strange gun also seemed to have slipped back into the shadows without any notice. She spent what seemed like hours on hold at the Missing Person's Bureau, only to come up empty on both the girl and the man.

She didn't talk to Roger at all that day. Sometimes he called her at lunch, but today she was so busy with the Internet that she never even noticed it was one-thirty until the twelve-thirty lunch shift swept back into the office. For an hour after that she worried about whether she should have called him, even if he hadn't called her, and spent the rest of the day sitting vaguely on pins and needles as she wondered if interrupting his afternoon would make things better or worse.

It was with considerable relief that she returned home that evening to find Roger not only not angry with her but already working on dinner.