In the short story Sanctuary, Walter St John was a man found by Diana Harmon in the church in Chipping Cleghorn. He had been shot, and died later in the vicarage. He was about forty-five years old.
While in the church, Walter said the word, "Sanctuary", and then another word which Diana thought might be her husband's name, Julian. However, Julian Harmon later said that he did not know Walter.
Before he died, Walter plucked at his side with his left hand. He looked at Diana, and said, "Please-- please--", before dying.
It was later revealed that Walter had recently escaped from Charrington Prison. Diana surmises that he came to the church seeking sanctuary, because he was being hunted down by the law.
Walter had been married to an exotic dancer, Zobeida, and they had a daughter. Zobeida had received an emerald necklace from an admirer, and the necklace was stolen from her dressing room. Walter was working as a jeweller with a firm, that was suspected of being a fence for jewel robberies. He was arrested in connection with the theft of some other jewellery, convicted, and sent to prison.
Walter had been nearing the end of his prison sentence, so his escape was surprising. He went to London, and visited a former theatrical dresser, Mrs Jacobs. He left with a suitcase, which he left in the cloakroom at Paddington Station. He then took a us to Chipping Cleghorn, where he was shot.