Roberta, Peter, and Phyllis were very happy living in a comfortable house surrounded by a cook and servants and two loving parents, until one evening when there was a knock at the door and their father was mysteriously taken away by two men. Suddenly alone, their mother moves the family to a small cottage in the countryside. There, the children begin a series of exciting adventures, from saving a train filled with passengers from a landslide, to rescuing a baby from a fire, to aiding a penniless Russian exile, to eventually unraveling the mystery of their father's disappearance.