When the opportunity presents itself, Phryne decides it might be amusing to try her hand at becoming a lady detective in Australia. Immediately upon settling into Melbourne's Hotel Windsor, Phryne finds herself embroiled in mystery. From poisoned wives and cocaine smuggling, to police corruption and rampant communism (not to mention erotic encounters with the beautiful Russian dancer, Sasha de Lisse), Cocaine Blues charts a crescendo of steamy intrigue, culminating in the Turkish baths of Little Lonsdale Street.