A. J. Alan was the pseudonym of Leslie Harrison Lambert (1883-1941), an English magician, intelligence officer, short-story writer, and radio broadcaster. He was hugely popular in the '20s and '30s for his radio broadcasts, wherein he performed his own humorous and often macabre short stories, which he always delivered wearing full evening dress.

In An Impromptu Dance A. J. Alan is in his pyjamas and bathrobe in an hotel, where he is staying in London, when he inadvertently gets mixed up in a fancy-dress ball which is going on. Nobody realises he isn't in fancy dress, and he ends up dancing and drinking champagne with a delightful, scantily dressed lady. When he does finally get to bed, the adventures continue and get significantly weirder...until eventually he has to flee the city.