The Captain Lacey series takes place post-Waterloo, where Napoleon finally met his downfall. Lacey is a retired soldier; he wasn't at Waterloo, but he fought in the Peninsular wars on the Iberian peninsula in Spain. Lacey tends towards melancholia and has had a difficult life, both in and out of war. He's been abandoned by virtually every friend or acquaintance, except for Louisa Brandon.Louisa is married to Lacey's former mentor and best friend. Brandon and Lacey had a falling out - to the point where Brandon sent Lacey on a mission that should have killed him. Instead, it lamed Lacey, forever damaging his left knee. The military decided that rather than deal with the situation as it should (court marital, etc.), the scandal would be too injurious to Louisa, Brandon, and Lacey. So the military forced both Brandon and Lacey to sell their commissions. Brandon still has an income. Lacey, the son of an impoverished gentleman, has his half-pay. But the enmity between Brandon and Lacey is far from over. Louisa is determined to remain Lacey's friend, and she's one of the only things that can draw Lacey out of his dark melancholia. Brandon suspects that Lacey and Louisa have been having an affair; he can't stop his anger and jealousy from constantly getting in the way. And Lacey is still very angry at Brandon for his betrayal.In this 1st book, Lacey has made a friend in Lucius Grenville, one of Society's darlings. Grenville has money, position, title, and the "ton" hangs on his every word, especially about art and fashion. Grenville has taken an interest in Lacey - he likes Lacey's sense of honor and longs for some adventure. Lacey is looking for a purpose in life. These two make an interesting partnership in this book.In Hanover Square, Lacey stumbles into a conflict. At 22 Hanover Square, he sees that the townhome has shattered windows and an angry mob in front of it, led by a gray-haired old man shouting that the inhabitant of the house has taken away the only thing of value that the old man has. Five cavalry soldiers are guarding the home; but they treat the old man meanly, going so far as for one of them to shoot the old man in the back. Lacey is familiar with some of the men; one he saved in battle by pulling the man from under his dead horse, but rather than being grateful to Lacey, the officer resents him still.Lacey rescues the old man and his wife, takes them home, and hears the story of how their young, innocent daughter Jane and her maid Aimee were abducted. They believe that the man in 22 Hanover Square has the two girls and is ill-using them. Lacey gains admittance to the home, and encounters a maid who whispers something to Lacey about "Mr. Denis". When Lacey meets the inhabitant, a Mr. Horne, he dislikes him immediately, detecting that the man's tastes are vulgar and he's the kind of man who would definitely dishonor and abuse two young women.So Lacey begins his self-appointed task of trying to discover what happened to Jane and Aimee, and who this Mr. Denis is. Within days, Mr. Horne is found dead - a knife in his throat and his testicles cut off. Aimee is found bound and gagged in a locked wardrobe in the same room, obviously beaten, raped repeatedly, and abused in other unspeakable ways. Aimee has no idea what happened to Mr. Horne or where Jane is. She only knows that Jane is no longer in Horne's house. Lacey is convinced that Denis has something to do with all of this, especially when he learns from Grenville that Denis "locates" objects for the very wealthy at hefty prices - even, it's rumored, virgins.Grenville sniffs a mystery and adventure. He assigns himself to "work" the case with Lacey. Along the way, they discover two other missing girls: a maid (later found dead) and a poor, young cousin of an older couple. What do all of these disappearances have in common? Are they perpetrated by the same person or persons? What does Mr. Denis have to do with all of this? Can Lacey get to the bottom of it without losing his own life?-------------------This book is quite dark and not at all what I've come to expect from a Jennifer Ashley book. Which is quite likely why she's writing this series under the nom de plume of Ashley Gardiner. The book is written in the 1st person, through the eyes of Captain Lacey. We know he's a tragic, melancholic figure, but we only learn bits and pieces of what's happened to him in his life... it takes quite awhile for us to see the bigger picture, and why Lacey feels so alone and almost desperate at the age of 40.The mystery is engaging and sad... and it ends much as one would expect. Suffice it to say that there isn't a true happy ending, although we do learn what happened to all the girls involved. And Lacey lives another day to solve the next mystery. He finds a sort of purpose in this - something to keep him going. And my hope is that Grenville will finance his sleuthing and be a sort of partner to Lacey.But I also suspect there's much more in Lacey's life to reveal, most of it unhappy. Will Lacey ever see his daughter again? Will Lacey ever find happiness or an unencumbered love relationship? Is he capable of being happy?A good enough start and characters to venture into the next book in the series.