This short story by a master of humor, originally published in Century magazine in 1915, is part of the story collection The Man with Two Left Feet, and Other Stories.
Henry Rice is a detective, though not a very celebrated one. He mostly gets jobs sitting in the rain, reporting on the comings and goings of certain patrons. One day he meets Alice Weston, an actress—and almost immediately proposes. She refuses, stating she could never marry someone not in "the business." As luck would have it, Henry is soon assigned to tail one of the actors in her traveling show. With sudden access to the woman he loves, he may yet win her heart—or make an utter fool of himself.