This was one of the last movies Alfred Hitchcock made before going to America, and it's a really good mystery. The bulk of the movie occurs within the confines of a speeding train. The first part of the movie, however, takes place in the fictional country of Bandrika, where we are introduced most of the principal characters. The European country is described as having an unpleasant government, and as the movie progresses, we see some of its operatives... they are dressed suspiciously similar to Nazi officers. In the 1930's, W.W. II hadn't yet started, but it was on the horizon and Hitchcock's generic Bandrikan baddies are obviously modeled on Germany's fascists.
Oh- there's also a nod to Sherlock Holmes which fans of the great detective will enjoy. While searching through the magician's trunk in the baggage car, Gilbert finds and dons a deerstalker. As he and Iris discuss the mystery they find themselves involved in, Iris makes a good point, and Gilbert says he'll reward her with a Trichinopoly cigar. This is, as any Sherlock fan worth their salt knows, the brand of cigar which Holmes, in A Study In Scarlet, identifies by its ash as having been smoked by the murderer. It's a fun little touch, in a smart and entertaining movie.