
Wikipedia
Richard Hannay meets Anabella Smith at a theatre where gunshots have been
fired. Frightened, Anabella convices Richard to take her with him to his
appartment. There she reveals she is a spy, that she's being followed and
tells Richard she needs to meet a man in a given place in Scotland to prevent
vital military secrets to be leaked outside of Britain by an organization lead
by a man with a missing little finger joint. She also mentions the “39
Steps” with no further explanation. During the night, she's stabbed in the
back, and just before dying gives Richard a map of Scotland with a name
underlined. Richard flees from his appartment to Scotland, but is chased by
the police under suspicion of murder. He eventually ends up at the place, but
ends up in the lair of the villain. He manages to escape but is arrested by
two detectives who are actually henchmen of the villain. He manages to escape,
and later overhears them speaking about the London Palladium where their boss
is going. Richard leaves for London, and while watching the performace of
“Mr Memory”, who can recall anything, understands that the stolen secrets
are in Memory's head, which explains that no secret document had gone missing.
While the (real) police is arresting him, he shouts to ask Memory what are the
39 Steps, and the other answers they are an organisation of spies working for
a foreign country. The villain, who attended the performance, shoots him, but
is apprehended.