As the blog has focused this week on Mary Roberts Rinehart's The Yellow Room, I think it's only fair to bring up another classic mystery set in another such room.
Gaston Leroux wrote The Mystery of the Yellow Room in 1907, making it more than a century old, yet it still remains a fine example of the locked room/impossible crime genre. A young woman is attacked in a locked room. The door is locked on the inside, and it is under constant observation; the only window is barred and impassible. The victim's screams and cries are heard. But when the door is broken down and the room entered, the victim – unconscious, but not dead – is alone in the room. Her assailant apparently has left a hat behind, along with a large mutton bone, the apparent weapon. And a gun has been fired and, it would appear, the assailant must have been injured. But there is nobody in the room.
The master of the locked room mystery, John Dickson Carr, called The Mystery of the Yellow Room "the best detective tale ever written." I don't know that I'd go that far, but it really is a first rate mystery. Here's a post I did about it a few years ago, here's a link to an audio review I did for the podcast, and here's a link to Amazon, where you'll find both an inexpensive Kindle edition and a paper edition. Or, given the age of the book, you can probably find a free public domain ebook at Project Gutenberg Australia.