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Burnt Fingers gets under way when a philandering nightclub dancer is murdered. Heroine Eileen Percy was not only the last person to see the victim alive, but she was also present in his apartment on the night of the murder, hoping to recover a packet of incriminating letters (not incriminating to her, but to her best friend Edna Murphy). Though not formally charged with murder, Percy's reputation is completely ruined; her fiance walks out on her, and her family disowns her. She is rescued, after a fashion, by suave government official Henry Mowbray. It turns out that Percy's savior suspects that the murdered man was a dangerous enemy spy, and he hopes that by befriending the heroine he can round up the spy's confederates. Along the way, he falls in love with Percy and sets about to prove her innocence.