The Tremendous Adventures of Major Brown

"The Tremendous Adventures of Major Brown" is a Story by G.K. Chesterton. First appeared in Harper's Weekly (December 19th, 1903)

While investigating a case of assault brought by Major Brown, Rupert Grant, the private detective, and his brother Basil stumble upon the Adventure and Romance Agency, Limited, an agency that creates adventures for its clients. The story is notable for prefiguring the concept of the alternate reality game.