The Lady Vanishes movie

On a train through Europe, Iris Henderson meets the kindly old woman Miss Froy, and they meet several other passengers over the course of their conversation. Iris later wakes up from a nap to discover that Miss Froy is nowhere to be found, and none of the people they met seem to have any recollection of her. A psychiatrist on the train suggests that Miss Froy never existed: Iris was bumped on the head before boarding, and the conversation may have only taken place in her head. However, Iris is certain that something more sinister is going on, and teams up with another acquaintance, the musician Gilbert, to find her before the train reaches its destination.