The Combined Maze by May Sinclair

He rose and went to the fireplace mechanically. His impulse was to tear up and burn Violet's letter and thus utterly destroy all proof and the record of her shame. He was restrained by that strong subconscious sanity which before now had cared for him when he was at his worst. It suggested that he would do well to keep the letter. It was -- it was a document. It might have value. Proofs and records were precisely what he might most want later on. He folded it and replaced it in its envelope and thrust it into the breast pocket of his coat.

And it occurred to him again that he had got to tell Winny.