The Great Prince Shan by E. Phillips Oppenheim

From the moment when the taxicab drove away and left her in the deserted street, Maggie was conscious of a strange sense of suppressed excitement, something more poignant and mysterious, even, than the circumstances of her adventure might account for. It was exciting enough, in its way, to play the part of a marauding thief, to find herself unexpectedly face to face with a possible solution of the great problem of Prince Shan's intentions. But beneath all this there was another feeling, more entirely metaphysical, which in a sense steadied her nerves because it filled her with a strange impression that she had lost her own identity, that she was playing somebody else's part in a novel and thrilling drama.

The street was empty when she inserted the little key in the front door. There was not a soul there to see her step in as it swung open and then softly, noiselessly, but without any conscious effort of hers, closed again behind her. She held her breath and looked around.