Green’s Dictionary of Slang

1. (UK Und./gambling) to play the ‘three-card trick’.

1899		A. Binstead Gal’s Gossip 57: [He] hadn’t been in the house two hours before he was thumping the butler in his own pantry [...] because he wouldn’t ‘find the lady’.
1930		‘Leslie Charteris’ Enter the Saint 13: Having been warned by his grandmother about the danger of trying to find the Lady.

2. in fig. use, to catch a culprit.

1919

‘Sax Rohmer’ Dope 218: We let Scotland Yard work night and day, and then we present our rat-faced selves to Mr. Monte Irvin and say we have ‘found the lady,’ do we?