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In the short story The Market Basing Mystery, Walter Protheroe was a resident of Market Basing who was found dead under puzzling circumstances in a locked room in his house. Although he had a gunshot wound near his left ear, the gun was found in his right hand. Dr Giles, the local doctor who examined the body, considered that it was impossible for him to have shot himself with the gun in his right hand and so asked the local constable seek the help of Inspector Japp.

Protheroe had come to Market Basing some eight years earlier. He lived alone at "Leigh House" with his housekeeper Miss Clegg. However, on the night of his death, there had been visitors, Mr Parker and his wife.

At the inquest, it was found that Protheroe's original named was Wendover and that he was a lieutenant in the British navy. Years earlier, in 1910, he had been involved in the blowing up of the British cruiser Merrythought. Based on this and the testimony of a tramp who had heard the voices of two men quarreling, one asking for money, it was surmised that Parker had been blackmailing Protheroe. Parker was subsequently arrested for his murder.

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