The Lady Vanishes is a narrative true crime series structured as an ongoing, real-time investigation rather than a closed-case retrospective. Co-hosts Alison Sandy and Brian Seymour narrate developments and conduct interviews, with episodes built around coronial inquest hearings, document trails, and testimony gathered across Australia and Belgium. The recurring subject is the 1997 disappearance of Marion Barter and the pursuit of Rick Bloom, a man documented to have used over 50 aliases and been convicted of fraud multiple times in Europe. Sally Layden, Marion's daughter, appears repeatedly as the person driving the public campaign for answers, alongside her sister Evelyn and several Belgian women who describe being financially exploited or endangered by Bloom. Episode lengths vary widely, from short bonus updates and book announcements of a few minutes to full investigative episodes near 80 minutes covering inquest sessions in detail. Recurring institutional figures include NSW Coroner Teresa O'Sullivan and lawyers involved in the inquest, alongside NSW Police, whose handling of the original 1997 case is examined critically. The show draws on collaboration with Channel 7's Spotlight program and 7NEWS reporting. Listeners who follow the series encounter legal proceedings, financial fraud schemes, and questions about missing persons investigation practices in Australia. The tone throughout is investigative and measured rather than sensational, with hosts letting courtroom exchanges and witness accounts carry much of each episode. It is best suited to listeners already familiar with the case or willing to follow a single story across many installments rather than listeners seeking self-contained episodes.