The French author Gaston Leroux is remembered most often these days (when he is remembered at all!) as the author of the original "Phantom of the Opera." But he is also the author of a locked room mystery which, a century after it was written, is still considered one of the best such stories ever written: "The Mystery of the Yellow Room."
The impossible situation is this: a woman screams for help as she is attacked inside a room where the door and windows are locked and bolted. Witnesses outside hear a struggle. But when the door is broken down, the woman is found inside the room - alone and unconscious.
It's a fair mystery - no trap doors or any similar nonsense - and was regarded highly enough by John Dickson Carr to be described in his "The Three Coffins" as "the best detective tale ever written." My only objection, at least to the version I read, is to the translation - this was the original translation made for the book's first English publication a hundred years ago, and the language tends to be stilted or formal. But the puzzle is marvelous - and fair - and it's still well worth reading.
The full review, as always, is available here.