mps of a train, and it spat fire, and it----"

"Whoa! Whoa!" laughed Walt Phelps. "Now we know it was a nightmare,
Pete. The dream of a rarebit fiend. You ate too much crackers and
cheese at supper."

"How was it we didn't see it?" asked Ralph, who had not spoken up till
now.

"Why, you were lying with your back toward the direction it came from,"
explained Pete.

"An interesting optical delusion," declared the professor. "I must
make a note of it, and----"

"Wow! There it goes ag'in."

"Where? Where?" chorused the boys.

"Right off there! Look! Look!"

The lanky cow-puncher, fairly dancing about with excitement, pointed
out beyond the shadow of the solitary mesa. Sure enough, there were
three or four enormous, black, shadowy shapes, traveling across the
sands at a seemingly great speed.

"Get your rifles, boys!" yelled Jack.

The weapons lay handy, and in a jiffy four beads had been drawn on the
immense, vague shapes.

But even as their fingers pressed the triggers, and the four reports
rang out as one, the indefinite forms vanished as mysteriously as they
had appeared.

CHAPTER IV.

SOME QUEER TRACKS.

The hour, the surroundings, and the utter mystery of the whole affair
combined to make the sudden appearance and vanishment of the great
shadowy shapes the more inexplicable, not to say alarming. Small
wonder was it that the inquiring faces that turned toward each other
were a trifle whiter than usual.

"What do you make of it, Pete?" asked Jack.

"Stumped, by the big horn spoon!" was the expressive response.

"No doubt, some natural phenomena, with a simple explanation," came
from the professor. It was noted, though, that his angular form seemed
to be somewhat shivery as he spoke, and that his teeth chattered like
dice rattling in a box.

"Natural phe-nothings!" burst out Pete. "The things, whatever they
was, were as solid as you or me."

"How was it they didn't make any noise, then?" inquired Ralph,
practically.

"Waal, son, you jes' take a run on the bunchgrass, and you'll see that
you won't make no racket, nuther."

Ralph did as he was directed, and it was really wonderful how silently
he sped over the springy vegetation.

"Maybe it was somebody putting up a scare on us," suggested Walt,
rather lamely.

"They couldn't rig up anything as big as that," said Jack decisively,
"besides, there's another thing--I didn't tell you because I thought I
might have been mista