In the short story The Girl in the Train, Lord Roland Gaigh is the second son of the Marquis of Axminster and the brother of Lady Elizabeth Gaigh. Later he marries Grand Duchess Anastasia of Catonia. He does not appear in the story in person. George Rowland, the main protagonist in the story, reads of his wedding in the papers while on a train.
In the episode The Girl in the Train of The Agatha Christie Hour, a TV film adaptation of the story, the name of the character is changed to Lord James Gaigh. He does not appear in the show in person either.