Midnight by Octavus Roy Cohen.  
The crime seemed to have lost itself in the sleety cold of the December midnight upon which it was committed. The trails were not blind--there were simply no trails. The circumstances baffled explanation--a lone woman entering an empty taxicab; a run to a distant point in the city; the discovery of the woman's disappearance, and in her stead the sight of the dead body of a prominent society man--that, and the further blind information that the suit-case which the woman had carried was the property of the man whose body was huddled horribly in the taxicab.